+66.9%
IYR vs ARWR
+1,081.9%
-1,014.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.4% | -4.0% | +2.7% | -1.0% |
| 30D | -2.7% | -5.0% | +2.4% | -2.3% |
| 3M | -2.1% | +11.3% | -13.5% | -3.3% |
| 6M | +3.6% | +42.6% | -39.0% | 0.0% |
| YTD | +8.1% | +24.8% | -16.7% | +5.4% |
| 1Y | +4.7% | +178.8% | -174.0% | -5.2% |
| 3Y | +29.1% | +183.3% | -154.2% | +12.5% |
| 5Y | +6.9% | +29.5% | -22.5% | -3.9% |
| All | +66.9% | +1,081.9% | -1,014.9% | +33.2% |
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