+517.3%
IRM vs HRB
+221.6%
+295.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +6.8% | -5.1% | +11.9% | +7.9% |
| 30D | +2.6% | +8.7% | -6.1% | +0.6% |
| 3M | -9.5% | -5.4% | -4.1% | -8.9% |
| 6M | -8.5% | +41.6% | -50.1% | -16.6% |
| YTD | +40.3% | +18.7% | +21.6% | +32.1% |
| 1Y | +28.7% | +16.4% | +12.2% | +21.7% |
| 3Y | +111.8% | +22.0% | +89.8% | +93.0% |
| 5Y | +189.1% | +141.2% | +47.9% | +113.3% |
| All | +517.3% | +221.6% | +295.7% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling