+185.4%
ARM vs IRM
+93.8%
+91.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -10.4% | -5.1% | -5.3% | -6.4% |
| 30D | -31.8% | -3.3% | -28.6% | -29.6% |
| 3M | -32.2% | -8.2% | -24.1% | -26.9% |
| 6M | -14.9% | -12.8% | -2.1% | -4.9% |
| YTD | +66.0% | +36.6% | +29.4% | +35.7% |
| 1Y | +17.2% | +11.9% | +5.3% | +10.0% |
| 3Y | +247.2% | +105.1% | +142.1% | +64.7% |
| All | +185.4% | +93.8% | +91.6% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling