+79.7%
IWD vs ARWR
+105.6%
-25.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -0.5% | -2.9% | +2.4% | -0.2% |
| 30D | +2.7% | -5.4% | +8.1% | +3.1% |
| 3M | +0.9% | -32.2% | +33.1% | +3.8% |
| 6M | +10.5% | -26.5% | +37.1% | +12.6% |
| YTD | +23.7% | -12.4% | +36.1% | +23.8% |
| 1Y | +28.7% | +46.9% | -18.1% | +22.9% |
| 3Y | +79.7% | +116.0% | -36.3% | +58.0% |
| All | +79.7% | +105.6% | -25.9% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling