+86.1%
ARM vs IVZ
+56.4%
+29.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.0% |
| 7D | +5.5% | +0.6% | +4.8% | +5.0% |
| 30D | -8.2% | +4.0% | -12.2% | -11.0% |
| 3M | -35.9% | +18.2% | -54.1% | -43.3% |
| 6M | +103.1% | +32.8% | +70.3% | +63.8% |
| YTD | +130.6% | +28.7% | +101.9% | +84.8% |
| 1Y | +86.1% | +55.4% | +30.7% | +42.4% |
| All | +86.1% | +56.4% | +29.6% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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