+247.2%
ARM vs IBN
+57.6%
+189.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | -10.4% | +15.8% | -26.1% | -13.7% |
| 30D | -31.8% | +25.1% | -56.9% | -36.1% |
| 3M | -32.2% | +16.0% | -48.2% | -35.0% |
| 6M | -14.9% | +32.8% | -47.7% | -22.0% |
| YTD | +66.0% | +18.0% | +48.0% | +56.1% |
| 1Y | +17.2% | +15.9% | +1.3% | +10.6% |
| 3Y | +247.2% | +57.6% | +189.6% | +288.9% |
| All | +247.2% | +57.6% | +189.6% | +288.9% |
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 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