-3.6%
IWM vs ARM
-20.6%
+17.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.1% | +8.5% | -3.3% |
| 7D | -4.6% | -27.1% | +22.5% | -1.9% |
| 30D | -3.7% | -44.9% | +41.2% | +1.4% |
| 3M | -9.4% | -39.3% | +29.9% | -5.8% |
| 6M | -3.6% | -20.2% | +16.5% | -3.9% |
| All | -3.6% | -20.6% | +17.0% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling