+1,410.3%
IBKR vs ARWR
+25.0%
+1,385.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.5% |
| 7D | +1.3% | -3.2% | +4.5% | +1.6% |
| 30D | -0.3% | -6.5% | +6.1% | +0.2% |
| 3M | +4.7% | +12.7% | -8.0% | +3.4% |
| 6M | +34.0% | +36.2% | -2.2% | +30.4% |
| YTD | +40.8% | +24.5% | +16.3% | +37.7% |
| 1Y | +45.7% | +198.0% | -152.2% | +32.8% |
| 3Y | +288.4% | +176.4% | +112.0% | +244.0% |
| 5Y | +487.2% | +26.6% | +460.6% | +437.4% |
| 10Y | +991.2% | +1,054.1% | -62.8% | +705.8% |
| All | +1,410.3% | +25.0% | +1,385.3% | +939.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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