+25.0%
IWM vs ARWR
+200.0%
-175.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +1.4% | +2.9% | -1.5% | +1.1% |
| 30D | -2.3% | -2.9% | +0.6% | -2.0% |
| 3M | +4.0% | +15.2% | -11.3% | +1.7% |
| 6M | +17.9% | +42.3% | -24.3% | +11.6% |
| YTD | +20.2% | +28.2% | -8.0% | +14.8% |
| 1Y | +25.0% | +213.2% | -188.3% | +1.0% |
| All | +25.0% | +200.0% | -175.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling