+53.2%
IWM vs ARM
+211.3%
-158.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | +0.4% |
| 7D | -2.0% | -15.2% | +13.2% | 0.0% |
| 30D | -1.5% | -40.7% | +39.2% | +5.2% |
| 3M | -8.0% | -39.1% | +31.1% | -2.7% |
| 6M | -4.1% | -26.4% | +22.3% | -3.4% |
| YTD | +11.9% | +59.7% | -47.8% | -0.4% |
| 1Y | +15.0% | +10.3% | +4.7% | +7.8% |
| 3Y | +64.2% | +228.9% | -164.6% | +22.5% |
| All | +53.2% | +211.3% | -158.1% | +18.3% |
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