+296.4%
ARM vs IJR
+55.8%
+240.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.3% |
| 7D | +5.5% | -0.2% | +5.6% | +5.8% |
| 30D | -8.2% | -2.4% | -5.8% | -4.2% |
| 3M | -35.9% | +3.9% | -39.9% | -39.0% |
| 6M | +103.1% | +12.4% | +90.7% | +73.5% |
| YTD | +130.6% | +21.5% | +109.1% | +75.1% |
| 1Y | +86.1% | +24.0% | +62.1% | +36.2% |
| All | +296.4% | +55.8% | +240.7% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling