+3.1%
ARM vs IRE
-97.2%
+100.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +39.6% | -34.8% | -1.9% |
| 7D | -15.2% | -27.2% | +12.0% | -12.7% |
| 30D | -40.7% | -75.1% | +34.4% | -28.6% |
| 3M | -39.1% | -77.9% | +38.8% | -26.8% |
| 6M | -26.4% | -94.6% | +68.2% | +0.1% |
| YTD | +59.7% | -91.5% | +151.3% | +92.9% |
| 1Y | +10.3% | -97.8% | +108.2% | +46.0% |
| All | +3.1% | -97.2% | +100.3% | +30.9% |
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