+10.3%
ARM vs IWF
-6.4%
+16.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.5% | +1.5% |
| 7D | -15.2% | -5.0% | -10.2% | -2.8% |
| 30D | -40.7% | -13.2% | -27.5% | -12.5% |
| 3M | -39.1% | -9.4% | -29.7% | -18.5% |
| 6M | -26.4% | -8.6% | -17.8% | +0.9% |
| YTD | +59.7% | -5.3% | +65.1% | +97.8% |
| 1Y | +10.3% | -5.0% | +15.3% | +36.3% |
| All | +10.3% | -6.4% | +16.7% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling