+185.4%
ARM vs IWD
+75.4%
+110.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -10.4% | +1.6% | -11.9% | -13.3% |
| 30D | -31.8% | +3.6% | -35.4% | -37.0% |
| 3M | -32.2% | +2.0% | -34.3% | -35.2% |
| 6M | -14.9% | +13.1% | -28.0% | -35.0% |
| YTD | +66.0% | +26.2% | +39.8% | +1.4% |
| 1Y | +17.2% | +29.6% | -12.4% | -32.5% |
| 3Y | +247.2% | +84.3% | +162.9% | -9.5% |
| All | +185.4% | +75.4% | +110.0% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling