+6.5%
IYR vs ARWR
+201.3%
-194.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.1% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -2.4% | -6.5% | +4.1% | -2.2% |
| 3M | -2.0% | +12.7% | -14.7% | -2.4% |
| 6M | +2.5% | +36.2% | -33.7% | +1.1% |
| YTD | +8.3% | +24.5% | -16.2% | +7.0% |
| 1Y | +6.5% | +198.0% | -191.5% | -0.8% |
| All | +6.5% | +201.3% | -194.9% | -0.8% |
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