+219.8%
ARM vs IAG
+692.5%
-472.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -2.4% | +14.5% | +12.7% |
| 7D | +6.0% | +3.4% | +2.6% | +5.0% |
| 30D | -20.3% | -2.7% | -17.6% | -19.9% |
| 3M | -24.4% | -0.5% | -23.9% | -24.5% |
| 6M | -4.4% | -4.8% | +0.5% | -4.2% |
| YTD | +86.0% | +9.6% | +76.5% | +78.6% |
| 1Y | +35.8% | +32.2% | +3.6% | +25.2% |
| 3Y | +289.1% | +692.5% | -403.5% | +139.2% |
| All | +219.8% | +692.5% | -472.7% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling