+373.9%
IBN vs ARWR
+1,055.7%
-681.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +15.8% | -17.7% | +33.5% | +17.2% |
| 30D | +25.1% | -21.9% | +47.0% | +27.1% |
| 3M | +16.0% | -44.5% | +60.5% | +20.7% |
| 6M | +32.8% | -32.6% | +65.4% | +35.8% |
| YTD | +18.0% | -26.2% | +44.2% | +19.6% |
| 1Y | +15.9% | +23.0% | -7.1% | +12.6% |
| 3Y | +57.6% | +81.8% | -24.1% | +43.6% |
| 5Y | +74.7% | -36.0% | +110.7% | +67.3% |
| 10Y | +373.9% | +1,039.5% | -665.6% | +298.8% |
| All | +373.9% | +1,055.7% | -681.7% | +298.8% |
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 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