+505.1%
IRM vs ARWR
+1,055.7%
-550.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.1% | -17.7% | +12.6% | -3.8% |
| 30D | -3.3% | -21.9% | +18.7% | -1.5% |
| 3M | -8.2% | -44.5% | +36.4% | -4.2% |
| 6M | -12.8% | -32.6% | +19.8% | -10.7% |
| YTD | +36.6% | -26.2% | +62.8% | +38.4% |
| 1Y | +11.9% | +23.0% | -11.1% | +8.5% |
| 3Y | +105.1% | +81.8% | +23.4% | +86.6% |
| 5Y | +182.4% | -36.0% | +218.4% | +166.7% |
| 10Y | +505.1% | +1,039.5% | -534.4% | +410.1% |
| All | +505.1% | +1,055.7% | -550.5% | +410.1% |
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