+174.6%
ARM vs IBB
+69.4%
+105.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +2.8% |
| 7D | -15.2% | -1.8% | -13.4% | -13.1% |
| 30D | -40.7% | +5.1% | -45.7% | -43.7% |
| 3M | -39.1% | +10.7% | -49.8% | -46.7% |
| 6M | -26.4% | +22.9% | -49.3% | -43.5% |
| YTD | +59.7% | +26.7% | +33.0% | +18.6% |
| 1Y | +10.3% | +35.1% | -24.8% | -24.7% |
| 3Y | +228.9% | +80.2% | +148.7% | +53.6% |
| All | +174.6% | +69.4% | +105.2% | +41.9% |
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