+199.6%
ARM vs IAG
+659.6%
-460.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.9% |
| 7D | +9.1% | -7.7% | +16.8% | +11.3% |
| 30D | -19.9% | +1.6% | -21.5% | -20.5% |
| 3M | -31.6% | -2.4% | -29.2% | -31.4% |
| 6M | -13.9% | -7.8% | -6.0% | -13.0% |
| YTD | +74.3% | +5.0% | +69.3% | +69.1% |
| 1Y | +35.8% | +25.7% | +10.1% | +26.8% |
| 3Y | +268.6% | +694.5% | -425.9% | +129.6% |
| All | +199.6% | +659.6% | -460.0% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling