-16.1%
IP vs ARWR
+28.5%
-44.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -5.3% | +1.7% | -6.9% | -5.4% |
| 30D | -10.9% | -0.7% | -10.2% | -10.8% |
| 3M | +11.2% | +14.9% | -3.7% | +9.4% |
| 6M | -10.2% | +32.6% | -42.9% | -13.1% |
| YTD | -2.0% | +30.0% | -32.0% | -5.2% |
| 1Y | -19.1% | +208.4% | -227.5% | -28.6% |
| 3Y | +20.9% | +208.8% | -187.9% | +0.8% |
| All | -16.1% | +28.5% | -44.6% | -31.0% |
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 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