+40.0%
IWM vs HRB
+112.6%
-72.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.5% |
| 7D | +1.4% | -9.1% | +10.5% | +2.8% |
| 30D | -2.3% | +0.3% | -2.5% | -2.7% |
| 3M | +4.0% | +23.4% | -19.4% | -0.3% |
| 6M | +17.9% | +45.1% | -27.2% | +9.0% |
| YTD | +20.2% | +8.9% | +11.3% | +18.4% |
| 1Y | +25.0% | -7.9% | +32.9% | +27.9% |
| 3Y | +66.0% | +27.9% | +38.1% | +51.3% |
| 5Y | +40.0% | +108.3% | -68.3% | +13.8% |
| All | +40.0% | +112.6% | -72.6% | +13.8% |
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