+35.8%
ARM vs IRM
+20.8%
+15.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.0% |
| 7D | +9.1% | +6.8% | +2.3% | +3.2% |
| 30D | -19.9% | +2.6% | -22.6% | -21.0% |
| 3M | -31.6% | -9.5% | -22.2% | -25.7% |
| 6M | -13.9% | -8.5% | -5.4% | -7.4% |
| YTD | +74.3% | +40.3% | +34.0% | +54.1% |
| 1Y | +35.8% | +28.7% | +7.1% | +21.6% |
| All | +35.8% | +20.8% | +15.0% | +21.6% |
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