+18.4%
IWM vs ARM
+29.6%
-11.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | +1.4% | +9.1% | -7.7% | +0.3% |
| 30D | +2.3% | -19.9% | +22.2% | +4.4% |
| 3M | -8.3% | -31.6% | +23.3% | -5.3% |
| 6M | -1.3% | -13.9% | +12.5% | -3.7% |
| YTD | +13.5% | +74.3% | -60.8% | -3.9% |
| 1Y | +18.4% | +35.8% | -17.4% | +4.7% |
| All | +18.4% | +29.6% | -11.2% | +4.7% |
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 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