+711.5%
IYR vs ARWR
-69.6%
+781.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.2% | -19.9% | +18.7% | -1.1% |
| 30D | +6.1% | -18.7% | +24.8% | +6.2% |
| 3M | +0.9% | -44.7% | +45.6% | +1.3% |
| 6M | +1.2% | -36.5% | +37.7% | +1.4% |
| YTD | +11.1% | -25.7% | +36.8% | +11.2% |
| 1Y | +9.0% | +18.9% | -10.0% | +8.7% |
| 3Y | +41.4% | +83.1% | -41.7% | +40.3% |
| 5Y | +6.7% | -34.9% | +41.5% | +6.2% |
| 10Y | +87.7% | +1,080.9% | -993.2% | +84.0% |
| All | +711.5% | -69.6% | +781.1% | +703.7% |
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 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