+35.8%
ARM vs IWD
+28.9%
+6.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -5.2% |
| 7D | +9.1% | +2.3% | +6.8% | +3.5% |
| 30D | -19.9% | +3.6% | -23.5% | -26.3% |
| 3M | -31.6% | +2.2% | -33.8% | -34.9% |
| 6M | -13.9% | +13.0% | -26.8% | -37.3% |
| YTD | +74.3% | +26.5% | +47.8% | +4.7% |
| 1Y | +35.8% | +30.1% | +5.7% | -19.5% |
| All | +35.8% | +28.9% | +6.9% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling