+197.8%
IRM vs HRB
+111.1%
+86.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +3.0% | -10.6% | +13.6% | +4.4% |
| 30D | -5.2% | -0.8% | -4.4% | -5.4% |
| 3M | -8.0% | +19.1% | -27.1% | -10.7% |
| 6M | +9.2% | +48.7% | -39.5% | +1.7% |
| YTD | +41.0% | +7.1% | +33.9% | +40.7% |
| 1Y | +23.3% | -8.3% | +31.6% | +27.2% |
| 3Y | +102.8% | +25.8% | +77.0% | +87.5% |
| All | +197.8% | +111.1% | +86.7% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling