+65.4%
IVZ vs ARWR
+1,117.8%
-1,052.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.4% |
| 30D | +4.0% | -0.7% | +4.7% | +4.0% |
| 3M | +18.2% | +14.9% | +3.3% | +15.6% |
| 6M | +32.8% | +32.6% | +0.2% | +27.1% |
| YTD | +28.7% | +30.0% | -1.3% | +23.2% |
| 1Y | +55.4% | +208.4% | -153.0% | +31.4% |
| 3Y | +135.2% | +208.8% | -73.6% | +88.9% |
| 5Y | +64.2% | +27.8% | +36.4% | +40.4% |
| All | +65.4% | +1,117.8% | -1,052.4% | +23.9% |
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