+22.0%
IGV vs ARWR
+29.5%
-7.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -3.3% | +2.9% | -6.2% | -3.8% |
| 30D | 0.0% | -2.9% | +2.9% | +0.3% |
| 3M | +7.3% | +15.2% | -7.9% | +4.2% |
| 6M | +16.7% | +42.3% | -25.6% | +8.7% |
| YTD | -2.8% | +28.2% | -31.0% | -8.3% |
| 1Y | -6.7% | +213.2% | -219.9% | -26.1% |
| 3Y | +41.1% | +184.6% | -143.5% | +3.4% |
| 5Y | +22.0% | +29.2% | -7.3% | +2.3% |
| All | +22.0% | +29.5% | -7.5% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling