+185.4%
ARM vs IFF
+31.8%
+153.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -10.4% | -9.8% | -0.6% | -6.6% |
| 30D | -31.8% | -1.6% | -30.2% | -31.9% |
| 3M | -32.2% | -1.8% | -30.4% | -32.4% |
| 6M | -14.9% | +3.6% | -18.5% | -18.2% |
| YTD | +66.0% | +25.4% | +40.6% | +44.7% |
| 1Y | +17.2% | +35.4% | -18.2% | -2.3% |
| 3Y | +247.2% | +23.9% | +223.3% | +191.1% |
| All | +185.4% | +31.8% | +153.6% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling