+161.6%
IWM vs ARWR
+906.2%
-744.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -2.0% | -2.9% | +0.9% | -1.6% |
| 30D | -1.5% | -5.4% | +3.9% | -0.7% |
| 3M | -8.0% | -32.2% | +24.2% | -3.3% |
| 6M | -4.1% | -26.5% | +22.4% | -0.9% |
| YTD | +11.9% | -12.4% | +24.3% | +12.4% |
| 1Y | +15.0% | +46.9% | -31.8% | +6.8% |
| 3Y | +64.2% | +116.0% | -51.8% | +37.0% |
| 5Y | +20.4% | -28.0% | +48.4% | +10.4% |
| All | +161.6% | +906.2% | -744.6% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling