+16.0%
IWM vs ARM
+18.6%
-2.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.4% |
| 7D | +0.3% | -10.4% | +10.7% | +1.4% |
| 30D | +0.6% | -31.8% | +32.4% | +4.7% |
| 3M | -6.2% | -32.2% | +26.0% | -2.9% |
| 6M | -0.8% | -14.9% | +14.1% | -3.3% |
| YTD | +14.8% | +66.0% | -51.3% | -3.3% |
| All | +16.0% | +18.6% | -2.6% | +6.2% |
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