+150.3%
IJR vs ARWR
+1,024.2%
-873.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.2% |
| 7D | +2.2% | -17.8% | +20.0% | +4.4% |
| 30D | +3.8% | -18.1% | +22.0% | +6.1% |
| 3M | -5.7% | -44.2% | +38.4% | +0.7% |
| 6M | +4.6% | -38.6% | +43.3% | +9.9% |
| YTD | +18.0% | -28.0% | +46.0% | +20.8% |
| 1Y | +21.8% | +16.1% | +5.7% | +16.7% |
| 3Y | +61.1% | +84.0% | -22.9% | +38.5% |
| 5Y | +27.3% | -35.4% | +62.7% | +18.7% |
| All | +150.3% | +1,024.2% | -873.9% | +84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling