+9.4%
IVV vs ARM
+5.0%
+4.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -13.1% | +8.7% | -3.2% |
| 7D | -4.8% | -27.1% | +22.4% | -2.1% |
| 30D | -5.9% | -44.9% | +39.0% | -1.0% |
| 3M | -4.5% | -39.3% | +34.8% | -0.8% |
| 6M | +1.8% | -20.2% | +22.0% | +1.5% |
| YTD | +8.4% | +52.5% | -44.1% | -1.4% |
| 1Y | +9.4% | +4.1% | +5.3% | +7.8% |
| All | +9.4% | +5.0% | +4.4% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling