-0.8%
IP vs ARWR
+44.4%
-45.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -5.1% | -2.9% | -2.2% | -4.7% |
| 30D | +8.5% | -5.4% | +13.9% | +9.3% |
| 3M | -13.8% | -32.2% | +18.4% | -9.5% |
| 6M | +5.7% | -26.5% | +32.3% | +9.2% |
| YTD | -9.1% | -12.4% | +3.3% | -8.5% |
| 1Y | -0.8% | +46.9% | -47.7% | -5.5% |
| All | -0.8% | +44.4% | -45.2% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling