+214.2%
ARM vs IYR
+31.9%
+182.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.3% |
| 7D | +19.8% | -0.1% | +19.9% | +19.9% |
| 30D | -21.8% | +5.7% | -27.5% | -25.0% |
| 3M | -26.5% | -0.6% | -25.9% | -26.2% |
| 6M | -3.9% | +0.5% | -4.4% | -6.2% |
| YTD | +82.8% | +10.4% | +72.3% | +62.7% |
| 1Y | +34.3% | +9.2% | +25.1% | +20.9% |
| 3Y | +282.2% | +40.5% | +241.7% | +158.1% |
| All | +214.2% | +31.9% | +182.2% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling