+7.1%
ARM vs IRE
-97.7%
+104.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.8% | +13.2% | +0.1% |
| 7D | -10.4% | -41.9% | +31.5% | -4.0% |
| 30D | -31.8% | -75.1% | +43.2% | -17.9% |
| 3M | -32.2% | -82.4% | +50.1% | -15.4% |
| 6M | -14.9% | -95.5% | +80.6% | +19.4% |
| YTD | +66.0% | -93.1% | +159.1% | +106.7% |
| 1Y | +17.2% | -97.8% | +115.0% | +56.9% |
| All | +7.1% | -97.7% | +104.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling