+214.2%
ARM vs IWF
+68.4%
+145.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -0.9% |
| 7D | +19.8% | +5.3% | +14.5% | +7.2% |
| 30D | -21.8% | -8.6% | -13.2% | -1.9% |
| 3M | -26.5% | -6.5% | -20.0% | -11.1% |
| 6M | -3.9% | -5.6% | +1.7% | +18.4% |
| YTD | +82.8% | -1.5% | +84.3% | +107.9% |
| 1Y | +34.3% | -2.8% | +37.1% | +57.2% |
| 3Y | +282.2% | +67.1% | +215.1% | +54.4% |
| All | +214.2% | +68.4% | +145.8% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling