+88.0%
ARM vs IAG
+100.7%
-12.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.6% | +4.3% |
| 7D | +11.4% | +4.3% | +7.1% | +9.7% |
| 30D | -7.4% | +9.8% | -17.2% | -10.8% |
| 3M | -24.5% | +28.9% | -53.4% | -31.7% |
| 6M | +128.7% | -7.6% | +136.2% | +120.4% |
| YTD | +139.3% | +22.0% | +117.3% | +116.9% |
| 1Y | +88.0% | +99.5% | -11.5% | +39.2% |
| All | +88.0% | +100.7% | -12.7% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling