"We set out with the Messenger of Allah for the Farewell Pilgrimage. Some of us entered Ihram for Hajj and some of us entered Ihram for Umrah and brought along a Hadi. The Messenger of Allah said: 'Whoever entered Ihram for Umrah and did not bring Hadi, let him exit Ihram. And whoever entered Ihram for Umrah and did bring a Hadi, let him not exit Ihra. Whoever entered Ihram for Hajj let him complete his Hajj.'" Aishah said "And I was one of those who had entered Ihram for Umrah."
Sunan an-Nasa'i Book 24, Hadith 374