+94.6%
IRM vs ARWR
+105.6%
-11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.8% |
| 7D | -8.6% | -2.9% | -5.7% | -8.3% |
| 30D | -8.0% | -5.4% | -2.6% | -7.4% |
| 3M | -12.0% | -32.2% | +20.3% | -8.7% |
| 6M | -18.2% | -26.5% | +8.4% | -16.2% |
| YTD | +31.4% | -12.4% | +43.8% | +31.3% |
| 1Y | +9.2% | +46.9% | -37.7% | +2.5% |
| 3Y | +94.6% | +116.0% | -21.4% | +66.0% |
| All | +94.6% | +105.6% | -11.0% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling