-18.7%
IBM vs ARWR
+25.1%
-43.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | -1.7% | -19.9% | +18.2% | -1.0% |
| 30D | +10.1% | -18.7% | +28.8% | +10.8% |
| 3M | +4.8% | -44.7% | +49.5% | +6.4% |
| 6M | +12.6% | -36.5% | +49.1% | +14.0% |
| YTD | -13.9% | -25.7% | +11.7% | -14.3% |
| 1Y | -18.7% | +18.9% | -37.6% | -19.8% |
| All | -18.7% | +25.1% | -43.8% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling