+142.2%
IEFA vs ARWR
+1,080.6%
-938.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.4% | -4.3% | +1.9% | -2.1% |
| 30D | -2.1% | -7.3% | +5.2% | -1.6% |
| 3M | +5.5% | +17.0% | -11.5% | +4.0% |
| 6M | +8.1% | +39.8% | -31.7% | +4.8% |
| YTD | +11.9% | +24.7% | -12.7% | +9.3% |
| 1Y | +18.1% | +186.5% | -168.4% | +7.3% |
| 3Y | +65.5% | +176.8% | -111.3% | +45.4% |
| 5Y | +50.1% | +29.3% | +20.7% | +35.8% |
| All | +142.2% | +1,080.6% | -938.4% | +95.6% |
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