+763.2%
IWM vs HRB
+1,563.8%
-800.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.3% | -4.0% | +4.3% | +1.4% |
| 30D | +0.6% | +15.8% | -15.2% | -4.2% |
| 3M | -6.2% | +12.0% | -18.3% | -10.5% |
| 6M | -0.8% | +40.7% | -41.5% | -12.6% |
| YTD | +14.8% | +21.0% | -6.2% | +3.8% |
| 1Y | +16.1% | +11.7% | +4.5% | +7.7% |
| 3Y | +71.5% | +25.0% | +46.6% | +49.4% |
| 5Y | +25.8% | +141.0% | -115.3% | -14.5% |
| 10Y | +155.4% | +241.3% | -85.9% | +40.2% |
| All | +763.2% | +1,563.8% | -800.6% | +186.1% |
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 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