+706.4%
IYR vs ARWR
-71.0%
+777.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.6% |
| 7D | -0.1% | -17.9% | +17.8% | 0.0% |
| 30D | +5.7% | -18.9% | +24.6% | +5.8% |
| 3M | -0.6% | -46.0% | +45.4% | -0.2% |
| 6M | +0.5% | -40.3% | +40.9% | +0.8% |
| YTD | +10.4% | -29.0% | +39.4% | +10.6% |
| 1Y | +9.2% | +13.8% | -4.6% | +8.9% |
| 3Y | +40.5% | +74.9% | -34.4% | +39.4% |
| 5Y | +5.9% | -36.2% | +42.2% | +5.5% |
| 10Y | +86.5% | +1,028.0% | -941.5% | +82.9% |
| All | +706.4% | -71.0% | +777.4% | +698.9% |
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 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