+1,068.3%
IJH vs ARWR
-30.0%
+1,098.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +1.0% | +2.9% | -1.8% | +1.0% |
| 30D | -3.1% | -2.9% | -0.2% | -3.1% |
| 3M | +1.9% | +15.2% | -13.3% | +1.8% |
| 6M | +11.0% | +42.3% | -31.3% | +10.6% |
| YTD | +14.7% | +28.2% | -13.5% | +14.4% |
| 1Y | +15.6% | +213.2% | -197.7% | +14.2% |
| 3Y | +52.5% | +184.6% | -132.1% | +50.2% |
| 5Y | +49.1% | +29.2% | +19.8% | +47.4% |
| 10Y | +177.7% | +1,012.5% | -834.9% | +169.3% |
| All | +1,068.3% | -30.0% | +1,098.2% | +1,059.4% |
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