+311.3%
ARM vs IFF
+35.0%
+276.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +4.1% |
| 7D | +11.4% | -0.2% | +11.6% | +11.4% |
| 30D | -7.4% | -0.3% | -7.1% | -7.4% |
| 3M | -24.5% | +18.6% | -43.1% | -31.5% |
| 6M | +128.7% | +17.4% | +111.3% | +108.2% |
| YTD | +139.3% | +28.5% | +110.8% | +108.0% |
| 1Y | +88.0% | +32.5% | +55.4% | +59.8% |
| All | +311.3% | +35.0% | +276.3% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling