+423.6%
IRM vs HRB
+207.5%
+216.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.8% | -12.2% | +10.4% | +0.9% |
| 30D | -7.8% | -3.0% | -4.8% | -7.6% |
| 3M | -7.9% | +21.7% | -29.6% | -12.7% |
| 6M | +6.3% | +52.3% | -46.0% | -5.7% |
| YTD | +38.2% | +6.5% | +31.7% | +33.6% |
| 1Y | +19.8% | -6.7% | +26.5% | +19.7% |
| 3Y | +98.8% | +25.1% | +73.6% | +78.9% |
| 5Y | +191.8% | +113.8% | +78.0% | +121.6% |
| All | +423.6% | +207.5% | +216.1% | +248.8% |
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