+55.4%
IWM vs ARM
+239.6%
-184.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.3% |
| 7D | +1.4% | +9.1% | -7.7% | +0.1% |
| 30D | +2.3% | -19.9% | +22.2% | +4.9% |
| 3M | -8.3% | -31.6% | +23.3% | -4.6% |
| 6M | -1.3% | -13.9% | +12.5% | -2.7% |
| YTD | +13.5% | +74.3% | -60.8% | -0.3% |
| 1Y | +18.4% | +35.8% | -17.4% | +7.7% |
| 3Y | +69.6% | +268.6% | -199.0% | +24.2% |
| All | +55.4% | +239.6% | -184.3% | +18.4% |
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