+886.2%
IVZ vs ARWR
-6.0%
+892.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.8% | -1.2% | -8.0% |
| 7D | -6.7% | -5.0% | -1.7% | -6.6% |
| 30D | -10.9% | -6.6% | -4.2% | -10.8% |
| 3M | -14.8% | -33.9% | +19.1% | -14.5% |
| 6M | +2.4% | -23.3% | +25.7% | +2.6% |
| YTD | +5.4% | -13.5% | +18.9% | +5.5% |
| 1Y | +19.6% | +42.5% | -23.0% | +19.1% |
| 3Y | +122.4% | +104.1% | +18.3% | +120.2% |
| 5Y | +28.8% | -28.8% | +57.6% | +28.2% |
| 10Y | +52.3% | +911.6% | -859.3% | +48.5% |
| All | +886.2% | -6.0% | +892.2% | +855.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling