+19.9%
IJR vs ARWR
+188.7%
-168.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.2% | -4.0% | +1.9% | -1.8% |
| 30D | -4.6% | -5.0% | +0.4% | -4.1% |
| 3M | +0.2% | +11.3% | -11.1% | -1.1% |
| 6M | +14.7% | +42.6% | -27.9% | +9.4% |
| YTD | +18.9% | +24.8% | -5.9% | +14.7% |
| 1Y | +19.9% | +178.8% | -158.8% | -0.1% |
| All | +19.9% | +188.7% | -168.7% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling