+151.9%
IWM vs HRB
+243.1%
-91.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.3% | -8.1% | +7.8% | +1.6% |
| 30D | +1.9% | +15.0% | -13.2% | -1.8% |
| 3M | -5.7% | +10.2% | -15.9% | -8.8% |
| 6M | -0.3% | +44.2% | -44.5% | -10.5% |
| YTD | +15.8% | +21.0% | -5.2% | +7.6% |
| 1Y | +17.1% | +12.0% | +5.1% | +11.1% |
| 3Y | +73.1% | +24.9% | +48.1% | +55.1% |
| 5Y | +25.9% | +144.6% | -118.7% | -10.3% |
| 10Y | +151.9% | +229.4% | -77.5% | +56.1% |
| All | +151.9% | +243.1% | -91.2% | +56.1% |
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