+56.0%
IWF vs HRB
+140.6%
-84.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +2.8% | -5.1% | +7.9% | +3.3% |
| 30D | -7.5% | +8.7% | -16.2% | -8.5% |
| 3M | -8.5% | -5.4% | -3.1% | -8.1% |
| 6M | -7.4% | +41.6% | -49.0% | -12.1% |
| YTD | -2.6% | +18.7% | -21.3% | -4.9% |
| 1Y | -1.8% | +16.4% | -18.3% | -3.9% |
| 3Y | +65.5% | +22.0% | +43.5% | +55.8% |
| All | +56.0% | +140.6% | -84.7% | +26.0% |
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