+193.0%
ARM vs IBN
+47.5%
+145.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.2% |
| 7D | -5.3% | +14.6% | -19.9% | -9.0% |
| 30D | -30.0% | +23.5% | -53.6% | -34.6% |
| 3M | -34.1% | +14.0% | -48.1% | -36.7% |
| 6M | -12.6% | +31.1% | -43.8% | -20.3% |
| YTD | +70.4% | +16.6% | +53.9% | +60.1% |
| 1Y | +22.3% | +14.9% | +7.3% | +15.2% |
| 3Y | +261.2% | +56.9% | +204.3% | +253.9% |
| All | +193.0% | +47.5% | +145.5% | +206.6% |
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