+204.4%
IEFA vs ARWR
+2,042.6%
-1,838.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.2% | -17.8% | +20.1% | +3.4% |
| 30D | +1.1% | -18.1% | +19.2% | +2.3% |
| 3M | -4.3% | -44.2% | +39.9% | -0.7% |
| 6M | +1.4% | -38.6% | +40.0% | +4.2% |
| YTD | +10.1% | -28.0% | +38.1% | +11.6% |
| 1Y | +12.9% | +16.1% | -3.2% | +10.4% |
| 3Y | +65.8% | +84.0% | -18.2% | +52.5% |
| 5Y | +47.7% | -35.4% | +83.0% | +41.7% |
| 10Y | +146.8% | +1,043.1% | -896.3% | +98.4% |
| All | +204.4% | +2,042.6% | -1,838.2% | +140.7% |
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