+168.1%
IJR vs ARWR
+1,081.9%
-913.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.2% | -4.0% | +1.9% | -1.7% |
| 30D | -4.6% | -5.0% | +0.4% | -4.0% |
| 3M | +0.2% | +11.3% | -11.1% | -1.5% |
| 6M | +14.7% | +42.6% | -27.9% | +9.1% |
| YTD | +18.9% | +24.8% | -5.9% | +14.5% |
| 1Y | +19.9% | +178.8% | -158.8% | +4.0% |
| 3Y | +53.0% | +183.3% | -130.3% | +26.1% |
| 5Y | +40.9% | +29.5% | +11.4% | +22.0% |
| All | +168.1% | +1,081.9% | -913.8% | +90.3% |
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 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