+19.5%
IVZ vs ARWR
+44.4%
-25.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | -11.2% | -5.4% | -5.8% | -10.4% |
| 3M | -14.0% | -32.2% | +18.3% | -9.3% |
| 6M | +0.5% | -26.5% | +27.0% | +4.2% |
| YTD | +5.4% | -12.4% | +17.8% | +5.9% |
| 1Y | +19.5% | +46.9% | -27.4% | +16.6% |
| All | +19.5% | +44.4% | -25.0% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling