+25.4%
IP vs ARWR
+894.1%
-868.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.8% | +2.8% | -3.4% |
| 7D | -5.0% | -5.0% | 0.0% | -4.5% |
| 30D | +6.5% | -6.6% | +13.2% | +7.1% |
| 3M | -18.0% | -33.9% | +15.8% | -15.2% |
| 6M | +10.3% | -23.3% | +33.6% | +12.4% |
| YTD | -9.9% | -13.5% | +3.6% | -9.4% |
| 1Y | -1.1% | +42.5% | -43.6% | -5.0% |
| 3Y | +13.0% | +104.1% | -91.1% | +1.2% |
| 5Y | -12.3% | -28.8% | +16.6% | -17.2% |
| All | +25.4% | +894.1% | -868.7% | -2.4% |
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