+315.5%
ARM vs IJR
+52.9%
+262.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.8% |
| 7D | +12.5% | -1.1% | +13.6% | +14.5% |
| 30D | -1.4% | -3.6% | +2.3% | +5.0% |
| 3M | -18.7% | +2.3% | -21.0% | -20.7% |
| 6M | +124.6% | +14.3% | +110.3% | +86.9% |
| YTD | +141.7% | +19.3% | +122.4% | +89.0% |
| 1Y | +87.7% | +22.6% | +65.1% | +39.9% |
| All | +315.5% | +52.9% | +262.6% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling