+293.4%
ARM vs IWD
+85.5%
+207.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.4% | +11.6% | +11.0% |
| 7D | +6.0% | -0.6% | +6.6% | +8.2% |
| 30D | -20.3% | +3.6% | -23.9% | -26.2% |
| 3M | -24.4% | +2.7% | -27.0% | -28.6% |
| 6M | -4.4% | +13.2% | -17.6% | -27.1% |
| YTD | +86.0% | +26.8% | +59.3% | +12.9% |
| 1Y | +35.8% | +29.3% | +6.5% | -21.1% |
| All | +293.4% | +85.5% | +207.9% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling