+66.9%
IYR vs HRB
+209.1%
-142.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -8.0% | +6.7% | +0.5% |
| 30D | -2.7% | -16.0% | +13.3% | +1.1% |
| 3M | -2.1% | +26.9% | -29.0% | -8.1% |
| 6M | +3.6% | +51.1% | -47.5% | -7.7% |
| YTD | +8.1% | +7.1% | +1.1% | +4.5% |
| 1Y | +4.7% | -9.6% | +14.3% | +5.5% |
| 3Y | +29.1% | +25.4% | +3.7% | +16.8% |
| 5Y | +6.9% | +114.9% | -108.0% | -18.4% |
| All | +66.9% | +209.1% | -142.2% | +9.6% |
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