+73.4%
IWD vs HRB
+144.6%
-71.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.6% | -4.0% | +5.6% | +2.1% |
| 30D | +3.6% | +15.8% | -12.2% | +1.6% |
| 3M | +2.0% | +12.0% | -10.0% | +0.2% |
| 6M | +13.1% | +40.7% | -27.7% | +7.3% |
| YTD | +26.2% | +21.0% | +5.2% | +23.1% |
| 1Y | +29.6% | +11.7% | +17.9% | +28.2% |
| 3Y | +84.3% | +25.0% | +59.4% | +74.9% |
| 5Y | +73.4% | +141.0% | -67.6% | +44.4% |
| All | +73.4% | +144.6% | -71.1% | +44.4% |
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