-12.4%
IP vs ARWR
-28.9%
+16.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -5.1% | -2.9% | -2.2% | -4.8% |
| 30D | +8.5% | -5.4% | +13.9% | +9.1% |
| 3M | -13.8% | -32.2% | +18.4% | -10.5% |
| 6M | +5.7% | -26.5% | +32.3% | +8.6% |
| YTD | -9.1% | -12.4% | +3.3% | -8.7% |
| 1Y | -0.8% | +46.9% | -47.7% | -5.7% |
| 3Y | +14.8% | +116.0% | -101.2% | -1.0% |
| All | -12.4% | -28.9% | +16.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling