+808.3%
IWM vs HRB
+1,500.8%
-692.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.5% |
| 7D | +0.1% | -5.7% | +5.8% | +1.8% |
| 30D | -1.3% | +7.9% | -9.2% | -4.1% |
| 3M | +1.6% | +32.1% | -30.5% | -8.0% |
| 6M | +13.6% | +62.2% | -48.7% | -5.4% |
| YTD | +20.8% | +16.4% | +4.3% | +11.2% |
| 1Y | +26.4% | -0.3% | +26.7% | +21.9% |
| 3Y | +60.7% | +36.0% | +24.7% | +36.5% |
| 5Y | +38.2% | +125.2% | -87.0% | -3.6% |
| 10Y | +169.5% | +237.7% | -68.2% | +49.0% |
| All | +808.3% | +1,500.8% | -692.5% | +206.4% |
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