+13.6%
IWM vs ARM
+105.5%
-91.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.2% |
| 7D | +0.1% | +5.5% | -5.4% | -0.5% |
| 30D | -1.3% | -8.2% | +6.9% | -0.4% |
| 3M | +1.6% | -35.9% | +37.5% | +5.6% |
| 6M | +13.6% | +103.1% | -89.6% | -4.7% |
| All | +13.6% | +105.5% | -91.9% | -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 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