+155.4%
IWM vs ARWR
+1,055.7%
-900.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -15.7% | +18.3% | +4.7% |
| 7D | +0.3% | -17.7% | +18.0% | +2.8% |
| 30D | +0.6% | -21.9% | +22.5% | +3.8% |
| 3M | -6.2% | -44.5% | +38.3% | +1.2% |
| 6M | -0.8% | -32.6% | +31.8% | +3.6% |
| YTD | +14.8% | -26.2% | +40.9% | +17.7% |
| 1Y | +16.1% | +23.0% | -6.8% | +10.0% |
| 3Y | +71.5% | +81.8% | -10.2% | +45.3% |
| 5Y | +25.8% | -36.0% | +61.8% | +16.9% |
| 10Y | +155.4% | +1,039.5% | -884.1% | +83.4% |
| All | +155.4% | +1,055.7% | -900.3% | +83.4% |
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