+4.1%
ARM vs IRE
-98.6%
+102.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -33.9% | +20.9% | -7.1% |
| 7D | -27.1% | -57.1% | +30.0% | -16.9% |
| 30D | -44.9% | -84.4% | +39.5% | -27.1% |
| 3M | -39.3% | -85.0% | +45.7% | -20.8% |
| 6M | -20.2% | -95.2% | +75.1% | +15.5% |
| YTD | +52.5% | -93.9% | +146.5% | +98.7% |
| 1Y | +4.1% | -98.8% | +102.9% | +50.5% |
| All | +4.1% | -98.6% | +102.7% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling