+87.7%
ARM vs IJH
+14.5%
+73.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +3.6% |
| 7D | +12.5% | -0.7% | +13.2% | +14.4% |
| 30D | -1.4% | -3.8% | +2.5% | +8.6% |
| 3M | -18.7% | 0.0% | -18.7% | -16.8% |
| 6M | +124.6% | +8.8% | +115.9% | +101.0% |
| YTD | +141.7% | +13.5% | +128.2% | +105.4% |
| 1Y | +87.7% | +15.4% | +72.3% | +56.4% |
| All | +87.7% | +14.5% | +73.2% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling