+28.1%
IYR vs HRB
+25.2%
+2.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.9% |
| 7D | -2.8% | -12.2% | +9.3% | -1.6% |
| 30D | -2.5% | -3.0% | +0.4% | -2.4% |
| 3M | -3.0% | +21.7% | -24.7% | -5.2% |
| 6M | +1.6% | +52.3% | -50.7% | -3.4% |
| YTD | +7.3% | +6.5% | +0.8% | +8.0% |
| 1Y | +5.6% | -6.7% | +12.3% | +8.8% |
| All | +28.1% | +25.2% | +2.9% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling