+77.9%
IVV vs ARM
+349.4%
-271.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.8% |
| 7D | +0.1% | +5.5% | -5.3% | -0.5% |
| 30D | +0.1% | -8.2% | +8.3% | +0.9% |
| 3M | +2.0% | -35.9% | +37.9% | +6.0% |
| 6M | +13.0% | +103.1% | -90.1% | +1.6% |
| YTD | +13.6% | +130.6% | -117.0% | +0.5% |
| 1Y | +20.1% | +86.1% | -66.0% | +8.5% |
| All | +77.9% | +349.4% | -271.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling