+314.2%
IBN vs ARWR
+978.7%
-664.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.5% |
| 7D | -5.1% | -3.2% | -1.9% | -4.9% |
| 30D | -3.5% | -6.5% | +2.9% | -3.1% |
| 3M | +11.3% | +12.7% | -1.4% | +10.1% |
| 6M | +4.4% | +36.2% | -31.8% | +1.8% |
| YTD | -1.8% | +24.5% | -26.3% | -3.9% |
| 1Y | -8.0% | +198.0% | -206.0% | -15.7% |
| 3Y | +27.1% | +176.4% | -149.3% | +13.2% |
| 5Y | +54.5% | +26.6% | +27.9% | +41.8% |
| 10Y | +314.2% | +1,054.1% | -739.8% | +244.5% |
| All | +314.2% | +978.7% | -664.5% | +244.5% |
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