+397.6%
IBN vs ARWR
+1,024.2%
-626.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | +1.9% | -17.8% | +19.7% | +3.2% |
| 30D | +22.1% | -18.1% | +40.3% | +23.7% |
| 3M | +17.1% | -44.2% | +61.3% | +21.8% |
| 6M | +35.5% | -38.6% | +74.2% | +39.6% |
| YTD | +16.8% | -28.0% | +44.8% | +18.5% |
| 1Y | +12.4% | +16.1% | -3.7% | +9.7% |
| 3Y | +58.0% | +84.0% | -25.9% | +43.7% |
| 5Y | +73.7% | -35.4% | +109.1% | +66.3% |
| All | +397.6% | +1,024.2% | -626.6% | +319.9% |
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