+1,724.0%
IBN vs ARWR
-59.5%
+1,783.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -15.3% | +17.0% | +1.8% |
| 7D | +14.6% | -17.3% | +31.9% | +14.8% |
| 30D | +23.5% | -21.5% | +45.1% | +23.8% |
| 3M | +14.0% | -43.8% | +57.8% | +14.7% |
| 6M | +31.1% | -32.3% | +63.4% | +31.6% |
| YTD | +16.6% | -25.8% | +42.4% | +16.8% |
| 1Y | +14.9% | +25.5% | -10.6% | +14.4% |
| 3Y | +56.9% | +84.1% | -27.3% | +54.7% |
| 5Y | +69.7% | -39.2% | +108.9% | +68.7% |
| 10Y | +365.4% | +1,072.4% | -707.0% | +344.4% |
| All | +1,724.0% | -59.5% | +1,783.5% | +1,775.1% |
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