+41.5%
IVZ vs ARWR
+1,024.2%
-982.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.2% |
| 7D | +7.6% | -17.8% | +25.5% | +10.1% |
| 30D | +4.3% | -18.1% | +22.5% | +6.9% |
| 3M | -9.3% | -44.2% | +34.8% | -2.4% |
| 6M | +5.2% | -38.6% | +43.9% | +11.3% |
| YTD | +13.4% | -28.0% | +41.5% | +16.8% |
| 1Y | +25.4% | +16.1% | +9.2% | +20.1% |
| 3Y | +152.5% | +84.0% | +68.5% | +115.0% |
| 5Y | +36.7% | -35.4% | +72.1% | +26.6% |
| All | +41.5% | +1,024.2% | -982.7% | +9.3% |
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