+174.6%
ARM vs IAG
+722.8%
-548.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.2% | -2.5% | +2.8% |
| 7D | -15.2% | +21.4% | -36.6% | -19.8% |
| 30D | -40.7% | +4.0% | -44.7% | -41.4% |
| 3M | -39.1% | +17.0% | -56.1% | -41.9% |
| 6M | -26.4% | +1.4% | -27.8% | -27.4% |
| YTD | +59.7% | +13.8% | +46.0% | +51.9% |
| 1Y | +10.3% | +55.8% | -45.5% | -1.8% |
| 3Y | +228.9% | +647.4% | -418.6% | +99.1% |
| All | +174.6% | +722.8% | -548.2% | +66.9% |
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