+253.6%
IP vs ARWR
-97.0%
+350.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -5.3% | +1.7% | -6.9% | -5.3% |
| 30D | -10.9% | -0.7% | -10.2% | -10.9% |
| 3M | +11.2% | +14.9% | -3.7% | +11.1% |
| 6M | -10.2% | +32.6% | -42.9% | -10.4% |
| YTD | -2.0% | +30.0% | -32.0% | -2.2% |
| 1Y | -19.1% | +208.4% | -227.5% | -19.8% |
| 3Y | +20.9% | +208.8% | -187.9% | +19.5% |
| 5Y | -17.8% | +27.8% | -45.6% | -18.5% |
| 10Y | +23.5% | +1,107.6% | -1,084.0% | +20.3% |
| All | +253.6% | -97.0% | +350.6% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling