+296.4%
ARM vs IYR
+31.0%
+265.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.4% |
| 7D | +5.5% | -1.2% | +6.7% | +6.4% |
| 30D | -8.2% | -2.9% | -5.3% | -6.2% |
| 3M | -35.9% | +0.8% | -36.8% | -37.6% |
| 6M | +103.1% | +1.9% | +101.3% | +95.7% |
| YTD | +130.6% | +9.6% | +121.0% | +106.4% |
| 1Y | +86.1% | +8.1% | +78.0% | +68.5% |
| All | +296.4% | +31.0% | +265.4% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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