+86.1%
ARM vs IRM
+34.4%
+51.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +2.8% |
| 7D | +5.5% | -0.5% | +5.9% | +5.8% |
| 30D | -8.2% | -8.1% | -0.1% | -2.9% |
| 3M | -35.9% | -9.7% | -26.3% | -31.7% |
| 6M | +103.1% | +10.0% | +93.1% | +94.2% |
| YTD | +130.6% | +43.0% | +87.6% | +90.6% |
| 1Y | +86.1% | +32.7% | +53.4% | +67.3% |
| All | +86.1% | +34.4% | +51.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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