+90.9%
IT vs ARWR
+1,021.8%
-930.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.1% |
| 7D | -6.8% | -19.9% | +13.1% | -4.8% |
| 30D | -0.6% | -18.7% | +18.2% | +1.4% |
| 3M | +3.1% | -44.7% | +47.7% | +9.0% |
| 6M | +25.5% | -36.5% | +62.0% | +30.1% |
| YTD | -23.5% | -25.7% | +2.2% | -22.5% |
| 1Y | -16.6% | +18.9% | -35.6% | -20.5% |
| 3Y | -53.1% | +83.1% | -136.2% | -59.6% |
| 5Y | -41.4% | -34.9% | -6.6% | -45.6% |
| 10Y | +90.9% | +1,080.9% | -989.9% | +33.4% |
| All | +90.9% | +1,021.8% | -930.9% | +33.4% |
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