+217.5%
IEFA vs ARWR
+3,771.7%
-3,554.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +1.0% | -0.7% | +1.7% | +1.1% |
| 3M | +4.7% | +14.9% | -10.2% | +3.5% |
| 6M | +8.6% | +32.6% | -24.1% | +6.1% |
| YTD | +14.8% | +30.0% | -15.2% | +12.2% |
| 1Y | +22.6% | +208.4% | -185.7% | +12.4% |
| 3Y | +67.0% | +208.8% | -141.8% | +48.5% |
| 5Y | +52.3% | +27.8% | +24.5% | +39.9% |
| 10Y | +147.3% | +1,107.6% | -960.2% | +95.2% |
| All | +217.5% | +3,771.7% | -3,554.2% | +141.9% |
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 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