+417.1%
IRM vs ARWR
+1,075.6%
-658.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | +1.6% | +2.9% | -1.2% | +1.4% |
| 30D | -4.2% | -2.9% | -1.3% | -4.0% |
| 3M | -5.4% | +15.2% | -20.6% | -6.7% |
| 6M | +12.0% | +42.3% | -30.3% | +8.4% |
| YTD | +42.0% | +28.2% | +13.8% | +38.3% |
| 1Y | +29.9% | +213.2% | -183.4% | +17.2% |
| 3Y | +104.4% | +184.6% | -80.3% | +79.6% |
| 5Y | +191.0% | +29.2% | +161.8% | +162.2% |
| 10Y | +417.1% | +1,012.5% | -595.4% | +327.5% |
| All | +417.1% | +1,075.6% | -658.4% | +327.5% |
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 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