+199.6%
ARM vs IVZ
+114.1%
+85.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -5.9% |
| 7D | +9.1% | +6.8% | +2.3% | +3.4% |
| 30D | -19.9% | +3.5% | -23.5% | -21.8% |
| 3M | -31.6% | -10.0% | -21.6% | -25.1% |
| 6M | -13.9% | +4.5% | -18.3% | -15.5% |
| YTD | +74.3% | +12.6% | +61.7% | +60.5% |
| 1Y | +35.8% | +24.4% | +11.4% | +15.5% |
| 3Y | +268.6% | +150.6% | +118.0% | +71.8% |
| All | +199.6% | +114.1% | +85.5% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling