+17.9%
ARM vs IRE
-97.8%
+115.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.5% | +11.8% | +0.5% |
| 7D | +19.8% | +11.1% | +8.7% | +16.3% |
| 30D | -21.8% | -75.2% | +53.4% | -5.8% |
| 3M | -26.5% | -86.4% | +59.9% | -4.5% |
| 6M | -3.9% | -94.8% | +90.9% | +33.4% |
| YTD | +82.8% | -93.3% | +176.0% | +128.6% |
| 1Y | +34.3% | -97.5% | +131.8% | +77.9% |
| All | +17.9% | -97.8% | +115.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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