+10,042.6%
IRM vs ARWR
-84.8%
+10,127.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.5% | +1.7% | -2.1% | -0.5% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | -9.7% | +14.9% | -24.5% | -9.7% |
| 6M | +10.0% | +32.6% | -22.6% | +9.8% |
| YTD | +43.0% | +30.0% | +12.9% | +42.7% |
| 1Y | +32.7% | +208.4% | -175.7% | +31.8% |
| 3Y | +102.7% | +208.8% | -106.1% | +101.0% |
| 5Y | +187.6% | +27.8% | +159.8% | +185.8% |
| 10Y | +420.1% | +1,107.6% | -687.4% | +411.4% |
| All | +10,042.6% | -84.8% | +10,127.4% | +10,230.7% |
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