+34.3%
ARM vs IWD
+28.5%
+5.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.7% |
| 7D | +19.8% | +1.7% | +18.1% | +15.2% |
| 30D | -21.8% | +3.2% | -25.0% | -27.4% |
| 3M | -26.5% | +2.3% | -28.8% | -30.4% |
| 6M | -3.9% | +12.9% | -16.9% | -30.3% |
| YTD | +82.8% | +26.2% | +56.5% | +8.2% |
| 1Y | +34.3% | +28.3% | +6.0% | -21.4% |
| All | +34.3% | +28.5% | +5.8% | -21.4% |
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