+193.0%
ARM vs IRM
+94.0%
+99.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +3.5% |
| 7D | -5.3% | -3.8% | -1.6% | -2.1% |
| 30D | -30.0% | -3.2% | -26.8% | -27.7% |
| 3M | -34.1% | -7.8% | -26.3% | -29.0% |
| 6M | -12.6% | -12.7% | +0.1% | -2.4% |
| YTD | +70.4% | +36.7% | +33.7% | +39.3% |
| 1Y | +22.3% | +10.0% | +12.2% | +16.0% |
| 3Y | +261.2% | +107.2% | +154.0% | +70.0% |
| All | +193.0% | +94.0% | +99.0% | +44.9% |
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