+47.8%
IJH vs ARWR
+26.4%
+21.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.5% | -4.3% | +1.8% | -1.9% |
| 30D | -5.0% | -7.3% | +2.2% | -4.0% |
| 3M | +0.5% | +17.0% | -16.5% | -2.2% |
| 6M | +8.2% | +39.8% | -31.6% | +2.1% |
| YTD | +12.4% | +24.7% | -12.2% | +7.5% |
| 1Y | +14.4% | +186.5% | -172.1% | -4.8% |
| 3Y | +49.5% | +176.8% | -127.3% | +16.0% |
| 5Y | +47.8% | +29.3% | +18.5% | +21.3% |
| All | +47.8% | +26.4% | +21.4% | +21.3% |
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