+228.9%
ARM vs IBN
+51.2%
+177.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.6% | +3.7% |
| 7D | -15.2% | +15.1% | -30.3% | -18.4% |
| 30D | -40.7% | +21.6% | -62.3% | -44.1% |
| 3M | -39.1% | +11.2% | -50.3% | -40.9% |
| 6M | -26.4% | +27.8% | -54.2% | -31.8% |
| YTD | +59.7% | +14.7% | +45.1% | +51.3% |
| 1Y | +10.3% | +14.4% | -4.1% | +4.5% |
| 3Y | +228.9% | +52.1% | +176.8% | +271.7% |
| All | +228.9% | +51.2% | +177.6% | +271.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling