-52.3%
IRE vs ARWR
+32.8%
-85.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.2% | +14.2% | +14.1% |
| 7D | +54.8% | +1.7% | +53.1% | +52.6% |
| 30D | +18.4% | -0.7% | +19.0% | +20.4% |
| 3M | -66.7% | +14.9% | -81.6% | -70.5% |
| 6M | -52.3% | +32.6% | -84.9% | -65.3% |
| All | -52.3% | +32.8% | -85.1% | -65.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling