+40.1%
IJR vs ARWR
+26.4%
+13.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.3% | -4.3% | +2.0% | -1.7% |
| 30D | -4.7% | -7.3% | +2.6% | -3.6% |
| 3M | +2.1% | +17.0% | -14.9% | -1.0% |
| 6M | +13.9% | +39.8% | -25.9% | +6.7% |
| YTD | +18.2% | +24.7% | -6.4% | +12.5% |
| 1Y | +21.8% | +186.5% | -164.6% | -0.3% |
| 3Y | +52.2% | +176.8% | -124.6% | +15.9% |
| 5Y | +40.1% | +29.3% | +10.8% | +13.7% |
| All | +40.1% | +26.4% | +13.8% | +13.7% |
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