+199.6%
ARM vs IVZ
+115.7%
+83.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -6.5% |
| 7D | +9.1% | +7.6% | +1.5% | +2.7% |
| 30D | -19.9% | +4.3% | -24.3% | -22.3% |
| 3M | -31.6% | -9.3% | -22.3% | -25.6% |
| 6M | -13.9% | +5.2% | -19.1% | -16.0% |
| YTD | +74.3% | +13.4% | +60.9% | +59.4% |
| 1Y | +35.8% | +25.4% | +10.4% | +14.7% |
| 3Y | +268.6% | +152.5% | +116.1% | +70.7% |
| All | +199.6% | +115.7% | +83.9% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling