-5.6%
ARM vs IWD
+15.9%
-21.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -11.6% |
| 7D | -18.7% | +2.5% | -21.2% | -23.9% |
| 30D | -36.7% | +6.0% | -42.6% | -46.6% |
| 3M | -31.6% | +3.8% | -35.4% | -38.9% |
| 6M | -5.6% | +16.3% | -22.0% | -49.9% |
| All | -5.6% | +15.9% | -21.5% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling