+296.4%
ARM vs IEFA
+68.0%
+228.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.6% |
| 7D | +5.5% | +0.6% | +4.9% | +4.2% |
| 30D | -8.2% | +1.0% | -9.2% | -10.2% |
| 3M | -35.9% | +4.7% | -40.6% | -40.9% |
| 6M | +103.1% | +8.6% | +94.5% | +76.7% |
| YTD | +130.6% | +14.8% | +115.8% | +77.7% |
| 1Y | +86.1% | +22.6% | +63.5% | +24.8% |
| All | +296.4% | +68.0% | +228.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 all: compounded portfolio wealth divided by compounded IEFA 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…
all analysis · Full analysis span regression · 6 months rolling