+41.8%
IYR vs ARWR
+79.8%
-38.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.6% | -17.8% | +18.4% | +1.9% |
| 30D | +6.6% | -18.1% | +24.7% | +7.9% |
| 3M | -1.8% | -44.2% | +42.4% | +2.0% |
| 6M | +1.4% | -38.6% | +40.1% | +4.3% |
| YTD | +10.5% | -28.0% | +38.6% | +11.8% |
| 1Y | +10.6% | +16.1% | -5.5% | +6.8% |
| 3Y | +41.8% | +84.0% | -42.2% | +25.9% |
| All | +41.8% | +79.8% | -38.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling