-97.2%
ARWR vs IFF
+412.2%
-509.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.2% |
| 7D | -3.2% | -3.0% | -0.2% | -1.8% |
| 30D | -6.5% | -0.9% | -5.5% | -6.1% |
| 3M | +12.7% | +11.8% | +0.8% | +6.2% |
| 6M | +36.2% | +16.5% | +19.7% | +24.5% |
| YTD | +24.5% | +26.5% | -2.1% | +8.9% |
| 1Y | +198.0% | +32.7% | +165.3% | +154.1% |
| 3Y | +176.4% | +32.0% | +144.4% | +134.6% |
| 5Y | +26.6% | -36.1% | +62.6% | +47.1% |
| 10Y | +1,054.1% | -20.1% | +1,074.1% | +1,046.8% |
| All | -97.2% | +412.2% | -509.3% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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