+296.4%
ARM vs IP
+23.7%
+272.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.1% |
| 7D | +5.5% | -5.3% | +10.7% | +7.6% |
| 30D | -8.2% | -10.9% | +2.7% | -4.3% |
| 3M | -35.9% | +11.2% | -47.1% | -39.6% |
| 6M | +103.1% | -10.2% | +113.3% | +107.1% |
| YTD | +130.6% | -2.0% | +132.6% | +125.0% |
| 1Y | +86.1% | -19.1% | +105.2% | +97.2% |
| All | +296.4% | +23.7% | +272.7% | +244.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling