+65.1%
IVZ vs ARWR
+28.5%
+36.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.6% | +1.7% | -1.0% | +0.3% |
| 30D | +4.0% | -0.7% | +4.7% | +4.1% |
| 3M | +18.2% | +14.9% | +3.3% | +14.1% |
| 6M | +32.8% | +32.6% | +0.2% | +24.0% |
| YTD | +28.7% | +30.0% | -1.3% | +20.1% |
| 1Y | +55.4% | +208.4% | -153.0% | +18.8% |
| 3Y | +135.2% | +208.8% | -73.6% | +62.5% |
| All | +65.1% | +28.5% | +36.6% | +26.6% |
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 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