+42.4%
IVZ vs ARWR
+1,021.8%
-979.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -2.8% | -19.9% | +17.2% | -0.1% |
| 30D | -2.2% | -18.7% | +16.6% | +0.4% |
| 3M | -8.1% | -44.7% | +36.6% | -0.9% |
| 6M | +3.8% | -36.5% | +40.3% | +9.3% |
| YTD | +11.5% | -25.7% | +37.1% | +14.3% |
| 1Y | +23.7% | +18.9% | +4.8% | +18.1% |
| 3Y | +145.8% | +83.1% | +62.7% | +109.3% |
| 5Y | +36.1% | -34.9% | +71.0% | +25.8% |
| 10Y | +42.4% | +1,080.9% | -1,038.4% | +9.6% |
| All | +42.4% | +1,021.8% | -979.4% | +9.6% |
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