+724.9%
IWF vs HRB
+1,397.4%
-672.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.1% | +1.3% |
| 7D | +1.5% | -9.1% | +10.6% | +3.8% |
| 30D | -1.3% | +0.3% | -1.5% | -1.9% |
| 3M | +0.1% | +23.4% | -23.3% | -6.0% |
| 6M | +10.3% | +45.1% | -34.9% | -1.9% |
| YTD | +4.2% | +8.9% | -4.7% | -0.7% |
| 1Y | +9.3% | -7.9% | +17.2% | +8.4% |
| 3Y | +79.3% | +27.9% | +51.4% | +59.4% |
| 5Y | +73.8% | +108.3% | -34.6% | +32.3% |
| 10Y | +410.9% | +208.4% | +202.5% | +218.5% |
| All | +724.9% | +1,397.4% | -672.4% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling