+268.6%
ARM vs IJH
+58.2%
+210.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.4% |
| 7D | +9.1% | +2.3% | +6.8% | +4.3% |
| 30D | -19.9% | +2.1% | -22.0% | -22.4% |
| 3M | -31.6% | -5.7% | -26.0% | -21.3% |
| 6M | -13.9% | +1.4% | -15.3% | -12.1% |
| YTD | +74.3% | +12.6% | +61.7% | +48.2% |
| 1Y | +35.8% | +16.1% | +19.7% | +8.4% |
| 3Y | +268.6% | +57.8% | +210.8% | +86.2% |
| All | +268.6% | +58.2% | +210.4% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling