+199.6%
ARM vs IBB
+68.5%
+131.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.1% |
| 7D | +9.1% | -0.5% | +9.6% | +10.0% |
| 30D | -19.9% | +4.6% | -24.5% | -23.2% |
| 3M | -31.6% | +6.8% | -38.4% | -37.3% |
| 6M | -13.9% | +23.1% | -37.0% | -34.1% |
| YTD | +74.3% | +26.0% | +48.3% | +30.5% |
| 1Y | +35.8% | +30.4% | +5.4% | -2.9% |
| 3Y | +268.6% | +85.4% | +183.2% | +64.5% |
| All | +199.6% | +68.5% | +131.2% | +56.1% |
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