+312.0%
IVV vs ARWR
+1,009.4%
-697.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.1% |
| 7D | +3.3% | -17.9% | +21.3% | +5.0% |
| 30D | -2.7% | -18.9% | +16.2% | -0.9% |
| 3M | -1.7% | -46.0% | +44.3% | +3.6% |
| 6M | +3.2% | -40.3% | +43.5% | +7.4% |
| YTD | +12.0% | -29.0% | +41.0% | +14.2% |
| 1Y | +12.1% | +13.8% | -1.7% | +8.8% |
| 3Y | +78.6% | +74.9% | +3.7% | +59.3% |
| 5Y | +73.8% | -36.2% | +110.1% | +64.3% |
| All | +312.0% | +1,009.4% | -697.4% | +223.1% |
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