+311.3%
ARM vs IWF
+78.1%
+233.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +4.4% |
| 7D | +11.4% | +1.5% | +9.9% | +7.7% |
| 30D | -7.4% | -1.3% | -6.2% | -4.5% |
| 3M | -24.5% | +0.1% | -24.6% | -22.8% |
| 6M | +128.7% | +10.3% | +118.4% | +96.2% |
| YTD | +139.3% | +4.2% | +135.1% | +131.2% |
| 1Y | +88.0% | +9.3% | +78.6% | +64.7% |
| All | +311.3% | +78.1% | +233.1% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling