+86.1%
ARM vs IEF
-0.2%
+86.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.0% |
| 7D | +5.5% | -0.3% | +5.7% | +6.7% |
| 30D | -8.2% | -0.8% | -7.4% | -5.4% |
| 3M | -35.9% | -1.0% | -35.0% | -33.4% |
| 6M | +103.1% | -2.8% | +105.9% | +115.0% |
| YTD | +130.6% | -1.5% | +132.1% | +141.8% |
| 1Y | +86.1% | -0.4% | +86.5% | +92.2% |
| All | +86.1% | -0.2% | +86.3% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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