+35.8%
ARM vs IBN
+12.1%
+23.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +9.1% | +1.9% | +7.3% | +8.5% |
| 30D | -19.9% | +22.1% | -42.1% | -26.6% |
| 3M | -31.6% | +17.1% | -48.7% | -35.9% |
| 6M | -13.9% | +35.5% | -49.4% | -27.5% |
| YTD | +74.3% | +16.8% | +57.5% | +52.7% |
| 1Y | +35.8% | +12.4% | +23.4% | +20.5% |
| All | +35.8% | +12.1% | +23.6% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling