+86.1%
ARM vs IFF
+34.4%
+51.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +5.5% | -1.8% | +7.3% | +6.0% |
| 30D | -8.2% | -2.0% | -6.2% | -7.8% |
| 3M | -35.9% | +18.5% | -54.5% | -40.6% |
| 6M | +103.1% | +11.7% | +91.4% | +84.5% |
| YTD | +130.6% | +29.6% | +101.0% | +113.3% |
| 1Y | +86.1% | +35.0% | +51.1% | +71.5% |
| All | +86.1% | +34.4% | +51.6% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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