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  • ARM vs IJR✓SelectedUSD · IJRARM vs IJR performance historyLatest closeAs of+3.92%09/04
Stock and ETF performance explorer

ARM vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+86.1%
IJR return
+25.5%
Excess return
+60.6%
Maximum drawdown
-48.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
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