+144.3%
IWM vs ARWR
+1,009.4%
-865.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.8% | -1.0% |
| 7D | +2.8% | -17.9% | +20.7% | +5.3% |
| 30D | +0.6% | -18.9% | +19.5% | +3.3% |
| 3M | -7.8% | -46.0% | +38.2% | -0.1% |
| 6M | -1.0% | -40.3% | +39.4% | +5.2% |
| YTD | +13.9% | -29.0% | +42.9% | +17.4% |
| 1Y | +15.4% | +13.8% | +1.6% | +10.5% |
| 3Y | +70.2% | +74.9% | -4.7% | +44.9% |
| 5Y | +23.7% | -36.2% | +59.9% | +15.1% |
| All | +144.3% | +1,009.4% | -865.1% | +76.2% |
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