+49.0%
IVZ vs ARWR
+906.2%
-857.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -2.0% |
| 30D | -11.2% | -5.4% | -5.8% | -10.5% |
| 3M | -14.0% | -32.2% | +18.3% | -9.7% |
| 6M | +0.5% | -26.5% | +27.0% | +3.8% |
| YTD | +5.4% | -12.4% | +17.8% | +6.1% |
| 1Y | +19.5% | +46.9% | -27.4% | +11.6% |
| 3Y | +128.7% | +116.0% | +12.7% | +92.7% |
| 5Y | +28.8% | -28.0% | +56.7% | +17.8% |
| All | +49.0% | +906.2% | -857.2% | +17.9% |
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