+86.1%
ARM vs IJR
+25.5%
+60.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.2% |
| 7D | +5.5% | -0.2% | +5.6% | +5.8% |
| 30D | -8.2% | -2.4% | -5.8% | -3.7% |
| 3M | -35.9% | +3.9% | -39.9% | -39.1% |
| 6M | +103.1% | +12.4% | +90.7% | +71.7% |
| YTD | +130.6% | +21.5% | +109.1% | +81.6% |
| 1Y | +86.1% | +24.0% | +62.1% | +43.7% |
| All | +86.1% | +25.5% | +60.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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