+1,158.3%
IJR vs ARWR
-29.0%
+1,187.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -0.2% | +1.7% | -1.8% | -0.2% |
| 30D | -2.4% | -0.7% | -1.8% | -2.4% |
| 3M | +3.9% | +14.9% | -10.9% | +3.7% |
| 6M | +12.4% | +32.6% | -20.2% | +12.0% |
| YTD | +21.5% | +30.0% | -8.6% | +21.1% |
| 1Y | +24.0% | +208.4% | -184.4% | +22.4% |
| 3Y | +49.7% | +208.8% | -159.1% | +47.2% |
| 5Y | +39.7% | +27.8% | +11.9% | +38.1% |
| 10Y | +169.0% | +1,107.6% | -938.5% | +160.4% |
| All | +1,158.3% | -29.0% | +1,187.3% | +1,164.5% |
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