+3,472.9%
IBM vs ARWR
-97.0%
+3,569.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | +0.3% | -0.7% | +0.9% | +0.3% |
| 3M | -21.6% | +14.9% | -36.5% | -21.7% |
| 6M | -4.7% | +32.6% | -37.3% | -4.8% |
| YTD | -19.1% | +30.0% | -49.1% | -19.2% |
| 1Y | -2.5% | +208.4% | -210.9% | -2.9% |
| 3Y | +74.2% | +208.8% | -134.6% | +73.1% |
| 5Y | +113.1% | +27.8% | +85.3% | +112.2% |
| 10Y | +133.5% | +1,107.6% | -974.0% | +130.6% |
| All | +3,472.9% | -97.0% | +3,569.9% | +3,616.2% |
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