+238.5%
IP vs ARWR
-97.9%
+336.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.5% |
| 7D | +3.4% | +2.4% | +1.0% | +3.4% |
| 30D | +11.2% | -1.1% | +12.4% | +11.2% |
| 3M | -14.8% | -31.2% | +16.4% | -14.6% |
| 6M | +17.3% | -19.3% | +36.6% | +17.4% |
| YTD | -6.2% | -7.1% | +1.0% | -6.2% |
| 1Y | +2.3% | +62.9% | -60.5% | +1.9% |
| 3Y | +17.7% | +119.0% | -101.3% | +16.6% |
| 5Y | -8.4% | -24.4% | +16.0% | -8.8% |
| 10Y | +32.1% | +985.4% | -953.3% | +28.8% |
| All | +238.5% | -97.9% | +336.4% | +207.6% |
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