+13.1%
IOT vs ARWR
+39.8%
-26.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -4.1% |
| 7D | +5.1% | -3.2% | +8.3% | +4.6% |
| 30D | -3.0% | -6.5% | +3.4% | -3.7% |
| 3M | +15.0% | +12.7% | +2.3% | +17.6% |
| 6M | +13.1% | +36.2% | -23.1% | +7.5% |
| All | +13.1% | +39.8% | -26.7% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling