+299.7%
ARM vs IJH
+48.9%
+250.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -1.9% |
| 7D | +4.8% | -2.5% | +7.3% | +10.3% |
| 30D | -5.5% | -5.0% | -0.5% | +5.3% |
| 3M | -17.3% | +0.5% | -17.9% | -16.6% |
| 6M | +110.9% | +8.2% | +102.6% | +89.3% |
| YTD | +132.5% | +12.5% | +120.1% | +94.9% |
| 1Y | +64.9% | +14.4% | +50.5% | +33.5% |
| All | +299.7% | +48.9% | +250.8% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling