+785.5%
ARWR vs IAG
+377.5%
+408.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | -0.7% | +28.9% | -29.5% | -2.9% |
| 3M | +14.9% | +19.1% | -4.3% | +12.9% |
| 6M | +32.6% | -10.3% | +42.9% | +33.0% |
| YTD | +30.0% | +24.2% | +5.9% | +26.5% |
| 1Y | +208.4% | +116.5% | +91.9% | +187.1% |
| 3Y | +208.8% | +742.8% | -534.0% | +154.0% |
| 5Y | +27.8% | +753.3% | -725.5% | +2.8% |
| 10Y | +1,107.6% | +403.2% | +704.4% | +873.8% |
| All | +785.5% | +377.5% | +408.1% | +561.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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