+296.4%
ARM vs IWF
+78.7%
+217.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.0% |
| 7D | +5.5% | +0.5% | +4.9% | +4.3% |
| 30D | -8.2% | -0.4% | -7.8% | -7.2% |
| 3M | -35.9% | -2.6% | -33.3% | -30.0% |
| 6M | +103.1% | +9.1% | +94.0% | +78.2% |
| YTD | +130.6% | +4.5% | +126.1% | +121.3% |
| 1Y | +86.1% | +10.1% | +76.0% | +60.6% |
| All | +296.4% | +78.7% | +217.7% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling