+261.2%
ARM vs IP
+17.6%
+243.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.9% |
| 7D | -18.7% | +3.4% | -22.1% | -20.0% |
| 30D | -36.7% | +11.2% | -47.9% | -39.5% |
| 3M | -31.6% | -14.8% | -16.9% | -27.8% |
| 6M | -5.6% | +17.3% | -22.9% | -12.7% |
| YTD | +75.5% | -6.2% | +81.6% | +73.6% |
| 1Y | +19.3% | +2.3% | +17.0% | +13.0% |
| All | +261.2% | +17.6% | +243.6% | +236.7% |
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