+193.0%
ARM vs IWD
+75.4%
+117.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.0% | +4.7% | +2.2% |
| 7D | -5.3% | +1.3% | -6.6% | -7.8% |
| 30D | -30.0% | +3.6% | -33.6% | -35.3% |
| 3M | -34.1% | +2.3% | -36.4% | -37.4% |
| 6M | -12.6% | +13.0% | -25.7% | -33.3% |
| YTD | +70.4% | +26.2% | +44.3% | +4.2% |
| 1Y | +22.3% | +30.5% | -8.2% | -30.6% |
| 3Y | +261.2% | +86.2% | +175.0% | -8.1% |
| All | +193.0% | +75.4% | +117.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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