+57.1%
IWM vs ARM
+223.5%
-166.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +0.3% | -10.4% | +10.7% | +1.6% |
| 30D | +0.6% | -31.8% | +32.4% | +5.5% |
| 3M | -6.2% | -32.2% | +26.0% | -2.2% |
| 6M | -0.8% | -14.9% | +14.1% | -2.0% |
| YTD | +14.8% | +66.0% | -51.3% | +1.5% |
| 1Y | +16.1% | +17.2% | -1.1% | +7.9% |
| 3Y | +71.5% | +247.2% | -175.7% | +26.9% |
| All | +57.1% | +223.5% | -166.4% | +20.6% |
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