+228.9%
ARM vs IVZ
+122.1%
+106.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -15.2% | -2.4% | -12.8% | -13.3% |
| 30D | -40.7% | -11.2% | -29.5% | -34.4% |
| 3M | -39.1% | -14.0% | -25.1% | -30.7% |
| 6M | -26.4% | +0.5% | -26.9% | -25.3% |
| YTD | +59.7% | +5.4% | +54.3% | +55.4% |
| 1Y | +10.3% | +19.5% | -9.1% | -2.6% |
| 3Y | +228.9% | +128.7% | +100.1% | +77.8% |
| All | +228.9% | +122.1% | +106.7% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling