+699.9%
IYR vs HRB
+1,350.1%
-650.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +1.9% |
| 7D | -0.4% | -9.1% | +8.7% | +2.4% |
| 30D | -2.5% | +0.3% | -2.8% | -3.3% |
| 3M | +1.5% | +23.4% | -21.9% | -5.9% |
| 6M | +3.9% | +45.1% | -41.3% | -9.8% |
| YTD | +9.5% | +8.9% | +0.7% | +3.3% |
| 1Y | +7.5% | -7.9% | +15.4% | +6.6% |
| 3Y | +30.8% | +27.9% | +2.9% | +13.8% |
| 5Y | +4.8% | +108.3% | -103.5% | -24.6% |
| 10Y | +64.3% | +208.4% | -144.1% | -6.9% |
| All | +699.9% | +1,350.1% | -650.2% | +216.4% |
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