+162.2%
ARM vs IBB
+66.5%
+95.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -5.0% | -8.0% | -7.5% |
| 7D | -27.1% | -3.6% | -23.5% | -23.8% |
| 30D | -44.9% | +3.4% | -48.3% | -46.7% |
| 3M | -39.3% | +9.5% | -48.8% | -46.3% |
| 6M | -20.2% | +23.3% | -43.5% | -39.0% |
| YTD | +52.5% | +24.5% | +28.0% | +15.4% |
| 1Y | +4.1% | +32.9% | -28.8% | -27.7% |
| 3Y | +211.7% | +76.6% | +135.1% | +49.0% |
| All | +162.2% | +66.5% | +95.7% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling