+84.5%
IWD vs ARWR
+77.5%
+7.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.1% |
| 7D | +1.7% | -17.9% | +19.6% | +3.1% |
| 30D | +3.2% | -18.9% | +22.1% | +4.7% |
| 3M | +2.3% | -46.0% | +48.3% | +6.9% |
| 6M | +12.9% | -40.3% | +53.3% | +16.7% |
| YTD | +26.2% | -29.0% | +55.2% | +28.1% |
| 1Y | +28.3% | +13.8% | +14.4% | +24.7% |
| All | +84.5% | +77.5% | +7.0% | +64.5% |
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