+75.4%
IVV vs ARM
+223.5%
-148.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.2% |
| 7D | -2.7% | -15.2% | +12.5% | -1.1% |
| 30D | -5.4% | -40.7% | +35.3% | -0.3% |
| 3M | -4.1% | -39.1% | +35.0% | +0.3% |
| 6M | +0.7% | -26.4% | +27.1% | +1.6% |
| YTD | +8.7% | +59.7% | -51.0% | -0.5% |
| 1Y | +11.0% | +10.3% | +0.6% | +5.8% |
| 3Y | +75.4% | +228.9% | -153.4% | +50.7% |
| All | +75.4% | +223.5% | -148.1% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling