+26.8%
IP vs ARWR
+921.6%
-894.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.2% | +4.2% |
| 7D | -3.0% | -17.3% | +14.3% | -1.6% |
| 30D | +10.6% | -21.5% | +32.1% | +12.8% |
| 3M | -13.6% | -43.8% | +30.2% | -9.4% |
| 6M | +10.4% | -32.3% | +42.7% | +13.7% |
| YTD | -6.5% | -25.8% | +19.3% | -4.9% |
| 1Y | -2.1% | +25.5% | -27.6% | -5.2% |
| 3Y | +22.0% | +84.1% | -62.2% | +9.6% |
| 5Y | -9.7% | -39.2% | +29.5% | -13.9% |
| 10Y | +26.8% | +1,072.4% | -1,045.6% | -3.0% |
| All | +26.8% | +921.6% | -894.8% | -3.0% |
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