+261.2%
ARM vs IYR
+40.6%
+220.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +5.7% |
| 7D | -5.3% | +2.3% | -7.6% | -6.6% |
| 30D | -30.0% | +7.4% | -37.4% | -33.4% |
| 3M | -34.1% | -0.7% | -33.4% | -33.7% |
| 6M | -12.6% | +1.6% | -14.3% | -15.2% |
| YTD | +70.4% | +11.6% | +58.9% | +51.4% |
| 1Y | +22.3% | +10.5% | +11.8% | +9.5% |
| 3Y | +261.2% | +43.4% | +217.8% | +161.7% |
| All | +261.2% | +40.6% | +220.6% | +161.7% |
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