+162.2%
ARM vs IAG
+667.5%
-505.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.2% | -13.2% | -13.1% |
| 7D | -27.1% | +4.5% | -31.7% | -28.1% |
| 30D | -44.9% | -5.7% | -39.2% | -44.2% |
| 3M | -39.3% | +10.1% | -49.4% | -41.1% |
| 6M | -20.2% | +7.3% | -27.5% | -21.7% |
| YTD | +52.5% | +6.1% | +46.4% | +47.7% |
| 1Y | +4.1% | +46.8% | -42.7% | -5.8% |
| 3Y | +211.7% | +573.1% | -361.4% | +91.9% |
| All | +162.2% | +667.5% | -505.4% | +62.3% |
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