+6.5%
IYR vs HRB
+114.1%
-107.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -8.0% | +6.7% | -0.1% |
| 30D | -2.7% | -16.0% | +13.3% | 0.0% |
| 3M | -2.1% | +26.9% | -29.0% | -6.4% |
| 6M | +3.6% | +51.1% | -47.5% | -4.6% |
| YTD | +8.1% | +7.1% | +1.1% | +6.8% |
| 1Y | +4.7% | -9.6% | +14.3% | +7.2% |
| 3Y | +29.1% | +25.4% | +3.7% | +19.4% |
| All | +6.5% | +114.1% | -107.6% | -13.1% |
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 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