+162.2%
ARM vs IP
+13.8%
+148.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -4.0% | -9.1% | -11.5% |
| 7D | -27.1% | -5.0% | -22.2% | -25.6% |
| 30D | -44.9% | +6.5% | -51.4% | -46.4% |
| 3M | -39.3% | -18.0% | -21.2% | -34.6% |
| 6M | -20.2% | +10.3% | -30.5% | -24.4% |
| YTD | +52.5% | -9.9% | +62.4% | +53.6% |
| 1Y | +4.1% | -1.1% | +5.1% | -0.1% |
| 3Y | +211.7% | +13.0% | +198.7% | +177.4% |
| All | +162.2% | +13.8% | +148.4% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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