+150.1%
IBM vs ARWR
-34.9%
+185.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +1.6% | -17.8% | +19.4% | +2.7% |
| 30D | +9.2% | -18.1% | +27.3% | +10.5% |
| 3M | +4.9% | -44.2% | +49.1% | +8.5% |
| 6M | +16.8% | -38.6% | +55.4% | +19.7% |
| YTD | -14.3% | -28.0% | +13.8% | -13.3% |
| 1Y | -16.7% | +16.1% | -32.9% | -18.8% |
| 3Y | +82.2% | +84.0% | -1.8% | +66.0% |
| All | +150.1% | -34.9% | +185.0% | +127.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling