+261.2%
ARM vs IJR
+60.9%
+200.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.0% | +3.7% | +1.7% |
| 7D | -5.3% | +0.2% | -5.5% | -5.1% |
| 30D | -30.0% | +3.0% | -33.1% | -33.0% |
| 3M | -34.1% | -4.5% | -29.6% | -28.1% |
| 6M | -12.6% | +3.1% | -15.8% | -14.7% |
| YTD | +70.4% | +18.9% | +51.5% | +35.5% |
| 1Y | +22.3% | +21.7% | +0.6% | -6.6% |
| 3Y | +261.2% | +64.0% | +197.1% | +100.7% |
| All | +261.2% | +60.9% | +200.3% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling