+28.8%
IVZ vs ARWR
-29.8%
+58.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.8% | -1.2% | -6.7% |
| 7D | -6.7% | -5.0% | -1.7% | -5.6% |
| 30D | -10.9% | -6.6% | -4.2% | -9.6% |
| 3M | -14.8% | -33.9% | +19.1% | -7.9% |
| 6M | +2.4% | -23.3% | +25.7% | +6.6% |
| YTD | +5.4% | -13.5% | +18.9% | +6.4% |
| 1Y | +19.6% | +42.5% | -23.0% | +7.5% |
| 3Y | +122.4% | +104.1% | +18.3% | +67.4% |
| 5Y | +28.8% | -28.8% | +57.6% | +5.9% |
| All | +28.8% | -29.8% | +58.6% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling