+311.3%
ARM vs IJR
+54.6%
+256.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.5% | +5.0% |
| 7D | +11.4% | +0.9% | +10.4% | +9.6% |
| 30D | -7.4% | -3.1% | -4.3% | -2.2% |
| 3M | -24.5% | +4.4% | -28.9% | -28.9% |
| 6M | +128.7% | +16.1% | +112.5% | +85.7% |
| YTD | +139.3% | +20.6% | +118.7% | +83.8% |
| 1Y | +88.0% | +22.9% | +65.1% | +39.6% |
| All | +311.3% | +54.6% | +256.7% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling