+390.1%
ARWR vs IAG
+303.8%
+86.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.2% |
| 7D | -17.8% | -7.7% | -10.2% | -17.4% |
| 30D | -18.1% | +1.6% | -19.7% | -18.5% |
| 3M | -44.2% | -2.4% | -41.8% | -44.2% |
| 6M | -38.6% | -7.8% | -30.8% | -38.6% |
| YTD | -28.0% | +5.0% | -33.1% | -29.2% |
| 1Y | +16.1% | +25.7% | -9.5% | +12.7% |
| 3Y | +84.0% | +694.5% | -610.5% | +52.1% |
| 5Y | -35.4% | +421.7% | -457.1% | -46.3% |
| 10Y | +1,043.1% | +382.5% | +660.6% | +830.5% |
| All | +390.1% | +303.8% | +86.2% | +270.2% |
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