+20.0%
IWM vs ARWR
-28.9%
+48.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -2.0% | -2.9% | +0.9% | -1.5% |
| 30D | -1.5% | -5.4% | +3.9% | -0.5% |
| 3M | -8.0% | -32.2% | +24.2% | -1.7% |
| 6M | -4.1% | -26.5% | +22.4% | +0.1% |
| YTD | +11.9% | -12.4% | +24.3% | +12.3% |
| 1Y | +15.0% | +46.9% | -31.8% | +3.4% |
| 3Y | +64.2% | +116.0% | -51.8% | +25.1% |
| All | +20.0% | -28.9% | +48.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling