+296.4%
ARM vs IFF
+36.2%
+260.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +5.5% | -1.8% | +7.3% | +6.3% |
| 30D | -8.2% | -2.0% | -6.2% | -7.6% |
| 3M | -35.9% | +18.5% | -54.5% | -41.8% |
| 6M | +103.1% | +11.7% | +91.4% | +89.0% |
| YTD | +130.6% | +29.6% | +101.0% | +99.8% |
| 1Y | +86.1% | +35.0% | +51.1% | +56.8% |
| All | +296.4% | +36.2% | +260.3% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling