+735.8%
IVV vs ARWR
-52.7%
+788.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.8% | +2.4% | -4.4% |
| 7D | -4.8% | -5.0% | +0.3% | -4.7% |
| 30D | -5.9% | -6.6% | +0.7% | -5.9% |
| 3M | -4.5% | -33.9% | +29.4% | -4.2% |
| 6M | +1.8% | -23.3% | +25.2% | +2.0% |
| YTD | +8.4% | -13.5% | +21.8% | +8.4% |
| 1Y | +9.4% | +42.5% | -33.1% | +9.0% |
| 3Y | +75.3% | +104.1% | -28.9% | +73.6% |
| 5Y | +67.8% | -28.8% | +96.6% | +66.9% |
| 10Y | +314.2% | +911.6% | -597.5% | +305.5% |
| All | +735.8% | -52.7% | +788.6% | +749.7% |
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