+127.5%
IEF vs ARWR
+402.6%
-275.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.2% | -17.7% | +17.5% | -0.2% |
| 30D | +1.8% | -21.9% | +23.7% | +1.8% |
| 3M | -1.2% | -44.5% | +43.3% | -1.2% |
| 6M | -2.5% | -32.6% | +30.1% | -2.5% |
| YTD | -2.5% | -26.2% | +23.7% | -2.5% |
| 1Y | -2.3% | +23.0% | -25.2% | -2.3% |
| 3Y | +11.3% | +81.8% | -70.5% | +11.4% |
| 5Y | -7.6% | -36.0% | +28.4% | -7.6% |
| 10Y | +7.3% | +1,039.5% | -1,032.3% | +7.7% |
| All | +127.5% | +402.6% | -275.0% | +124.2% |
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