+268.6%
ARM vs IYR
+41.7%
+226.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | +9.1% | +0.6% | +8.5% | +8.7% |
| 30D | -19.9% | +6.6% | -26.5% | -23.5% |
| 3M | -31.6% | -1.8% | -29.8% | -30.7% |
| 6M | -13.9% | +1.4% | -15.3% | -16.4% |
| YTD | +74.3% | +10.5% | +63.8% | +55.8% |
| 1Y | +35.8% | +10.6% | +25.2% | +21.1% |
| 3Y | +268.6% | +41.8% | +226.8% | +169.8% |
| All | +268.6% | +41.7% | +226.9% | +169.8% |
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