+700.6%
IYR vs ARWR
-46.9%
+747.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -2.9% | -0.7% | -2.2% | -2.9% |
| 3M | +0.8% | +14.9% | -14.0% | +0.7% |
| 6M | +1.9% | +32.6% | -30.8% | +1.6% |
| YTD | +9.6% | +30.0% | -20.4% | +9.4% |
| 1Y | +8.1% | +208.4% | -200.3% | +7.1% |
| 3Y | +29.2% | +208.8% | -179.6% | +27.7% |
| 5Y | +4.3% | +27.8% | -23.5% | +3.4% |
| 10Y | +64.7% | +1,107.6% | -1,042.9% | +61.1% |
| All | +700.6% | -46.9% | +747.4% | +690.0% |
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