-26.4%
ARM vs IBN
+27.5%
-53.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.6% | +5.4% |
| 7D | -15.2% | +15.1% | -30.3% | -13.8% |
| 30D | -40.7% | +21.6% | -62.3% | -41.0% |
| 3M | -39.1% | +11.2% | -50.3% | -38.1% |
| 6M | -26.4% | +27.8% | -54.2% | -25.0% |
| All | -26.4% | +27.5% | -53.9% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling