-12.3%
IP vs ARWR
-29.8%
+17.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.8% | +2.8% | -3.3% |
| 7D | -5.0% | -5.0% | 0.0% | -4.5% |
| 30D | +6.5% | -6.6% | +13.2% | +7.3% |
| 3M | -18.0% | -33.9% | +15.8% | -14.7% |
| 6M | +10.3% | -23.3% | +33.6% | +12.9% |
| YTD | -9.9% | -13.5% | +3.6% | -9.3% |
| 1Y | -1.1% | +42.5% | -43.6% | -5.6% |
| 3Y | +13.0% | +104.1% | -91.1% | -1.9% |
| 5Y | -12.3% | -28.8% | +16.6% | -26.5% |
| All | -12.3% | -29.8% | +17.5% | -26.5% |
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 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