+741.9%
IWM vs ARWR
-52.2%
+794.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | -2.0% | -2.9% | +0.9% | -2.0% |
| 30D | -1.5% | -5.4% | +3.9% | -1.4% |
| 3M | -8.0% | -32.2% | +24.2% | -7.6% |
| 6M | -4.1% | -26.5% | +22.4% | -3.8% |
| YTD | +11.9% | -12.4% | +24.3% | +12.0% |
| 1Y | +15.0% | +46.9% | -31.8% | +14.3% |
| 3Y | +64.2% | +116.0% | -51.8% | +61.9% |
| 5Y | +20.4% | -28.0% | +48.4% | +19.6% |
| 10Y | +168.0% | +923.9% | -756.0% | +159.4% |
| All | +741.9% | -52.2% | +794.1% | +738.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling