+214.2%
ARM vs IBN
+47.3%
+166.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +19.8% | +5.7% | +14.1% | +18.1% |
| 30D | -21.8% | +20.5% | -42.3% | -26.3% |
| 3M | -26.5% | +15.2% | -41.8% | -29.8% |
| 6M | -3.9% | +34.5% | -38.4% | -13.2% |
| YTD | +82.8% | +16.4% | +66.4% | +71.8% |
| 1Y | +34.3% | +13.5% | +20.8% | +27.0% |
| 3Y | +282.2% | +55.4% | +226.8% | +277.5% |
| All | +214.2% | +47.3% | +166.9% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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