+296.4%
ARM vs IBN
+29.7%
+266.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | +5.5% | +1.4% | +4.0% | +4.9% |
| 30D | -8.2% | -0.3% | -7.9% | -8.1% |
| 3M | -35.9% | +17.1% | -53.0% | -39.5% |
| 6M | +103.1% | +3.4% | +99.7% | +98.3% |
| YTD | +130.6% | +2.5% | +128.1% | +125.4% |
| 1Y | +86.1% | -4.2% | +90.2% | +84.5% |
| All | +296.4% | +29.7% | +266.7% | +331.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling