-97.9%
IRE vs ARWR
+49.4%
-147.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -6.8% | -27.1% | -29.3% |
| 7D | -57.1% | -5.0% | -52.1% | -54.9% |
| 30D | -84.4% | -6.6% | -77.8% | -83.4% |
| 3M | -85.0% | -33.9% | -51.1% | -80.0% |
| 6M | -95.2% | -23.3% | -71.9% | -94.3% |
| YTD | -93.9% | -13.5% | -80.5% | -93.2% |
| 1Y | -98.8% | +42.5% | -141.4% | -99.1% |
| All | -97.9% | +49.4% | -147.4% | -98.5% |
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