+336.0%
IR vs ARWR
+2,614.8%
-2,278.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.5% | -17.8% | +20.4% | +4.6% |
| 30D | +9.2% | -18.1% | +27.3% | +11.4% |
| 3M | +0.9% | -44.2% | +45.1% | +7.5% |
| 6M | +19.2% | -38.6% | +57.9% | +25.0% |
| YTD | +7.5% | -28.0% | +35.5% | +10.1% |
| 1Y | +11.7% | +16.1% | -4.4% | +7.6% |
| 3Y | +23.9% | +84.0% | -60.1% | +7.0% |
| 5Y | +46.4% | -35.4% | +81.7% | +36.8% |
| All | +336.0% | +2,614.8% | -2,278.8% | +261.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling