+193.0%
ARM vs IBB
+74.1%
+118.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +3.6% |
| 7D | -5.3% | +2.7% | -8.0% | -7.6% |
| 30D | -30.0% | +6.3% | -36.4% | -34.3% |
| 3M | -34.1% | +11.1% | -45.1% | -42.3% |
| 6M | -12.6% | +29.2% | -41.9% | -36.9% |
| YTD | +70.4% | +30.2% | +40.2% | +22.9% |
| 1Y | +22.3% | +39.5% | -17.2% | -19.5% |
| 3Y | +261.2% | +92.3% | +168.8% | +54.4% |
| All | +193.0% | +74.1% | +118.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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