+168.0%
IWM vs HRB
+209.3%
-41.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.0% |
| 7D | -1.1% | -10.6% | +9.5% | +1.5% |
| 30D | -3.1% | -0.8% | -2.3% | -3.5% |
| 3M | +2.2% | +19.1% | -16.8% | -3.2% |
| 6M | +15.1% | +48.7% | -33.6% | +1.3% |
| YTD | +18.6% | +7.1% | +11.5% | +13.9% |
| 1Y | +24.0% | -8.3% | +32.3% | +24.2% |
| 3Y | +63.7% | +25.8% | +37.9% | +45.6% |
| 5Y | +38.2% | +111.1% | -72.9% | +2.5% |
| All | +168.0% | +209.3% | -41.3% | +66.4% |
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 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