+69.7%
IVV vs ARM
+197.2%
-127.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.1% | +8.7% | -3.0% |
| 7D | -4.8% | -27.1% | +22.4% | -1.6% |
| 30D | -5.9% | -44.9% | +39.0% | -0.1% |
| 3M | -4.5% | -39.3% | +34.8% | -0.1% |
| 6M | +1.8% | -20.2% | +22.0% | +1.6% |
| YTD | +8.4% | +52.5% | -44.1% | -0.5% |
| 1Y | +9.4% | +4.1% | +5.3% | +4.9% |
| 3Y | +75.3% | +211.7% | -136.4% | +46.1% |
| All | +69.7% | +197.2% | -127.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 10y: compounded portfolio wealth divided by compounded ARM 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…
10y analysis · Full analysis span regression · 6 months rolling