+139.9%
IBM vs ARWR
+1,055.7%
-915.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -2.2% | -17.7% | +15.5% | -1.0% |
| 30D | +7.7% | -21.9% | +29.6% | +9.3% |
| 3M | +3.5% | -44.5% | +48.0% | +7.3% |
| 6M | +7.2% | -32.6% | +39.8% | +9.4% |
| YTD | -15.8% | -26.2% | +10.4% | -14.8% |
| 1Y | -19.3% | +23.0% | -42.2% | -21.5% |
| 3Y | +78.0% | +81.8% | -3.8% | +63.2% |
| 5Y | +143.0% | -36.0% | +179.1% | +133.1% |
| 10Y | +139.9% | +1,039.5% | -899.6% | +96.1% |
| All | +139.9% | +1,055.7% | -915.7% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling