-1.1%
IP vs ARWR
+52.7%
-53.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.8% | +2.8% | -3.0% |
| 7D | -5.0% | -5.0% | 0.0% | -4.3% |
| 30D | +6.5% | -6.6% | +13.2% | +7.5% |
| 3M | -18.0% | -33.9% | +15.8% | -13.7% |
| 6M | +10.3% | -23.3% | +33.6% | +13.7% |
| YTD | -9.9% | -13.5% | +3.6% | -9.1% |
| 1Y | -1.1% | +42.5% | -43.6% | -5.3% |
| All | -1.1% | +52.7% | -53.8% | -5.3% |
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