+776.1%
IVV vs ARWR
-29.0%
+805.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +0.1% | -0.7% | +0.7% | +0.1% |
| 3M | +2.0% | +14.9% | -12.9% | +1.9% |
| 6M | +13.0% | +32.6% | -19.6% | +12.8% |
| YTD | +13.6% | +30.0% | -16.5% | +13.3% |
| 1Y | +20.1% | +208.4% | -188.3% | +19.0% |
| 3Y | +77.6% | +208.8% | -131.2% | +75.4% |
| 5Y | +82.5% | +27.8% | +54.7% | +80.9% |
| 10Y | +316.5% | +1,107.6% | -791.0% | +306.9% |
| All | +776.1% | -29.0% | +805.1% | +788.1% |
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 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