+311.3%
ARM vs IEF
+9.9%
+301.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +11.4% | +0.1% | +11.3% | +11.3% |
| 30D | -7.4% | -0.7% | -6.7% | -7.0% |
| 3M | -24.5% | -0.4% | -24.1% | -24.2% |
| 6M | +128.7% | -2.5% | +131.1% | +130.9% |
| YTD | +139.3% | -1.6% | +140.8% | +141.5% |
| 1Y | +88.0% | -1.3% | +89.3% | +89.7% |
| All | +311.3% | +9.9% | +301.4% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling