+174.6%
ARM vs IRM
+86.4%
+88.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.8% | +4.0% |
| 7D | -15.2% | -8.6% | -6.6% | -8.8% |
| 30D | -40.7% | -8.0% | -32.7% | -36.3% |
| 3M | -39.1% | -12.0% | -27.1% | -32.1% |
| 6M | -26.4% | -18.2% | -8.3% | -13.7% |
| YTD | +59.7% | +31.4% | +28.4% | +34.5% |
| 1Y | +10.3% | +9.2% | +1.2% | +5.3% |
| 3Y | +228.9% | +94.6% | +134.3% | +62.3% |
| All | +174.6% | +86.4% | +88.2% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling