+65.3%
IWM vs ARM
+349.4%
-284.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -0.3% |
| 7D | +0.1% | +5.5% | -5.4% | -0.7% |
| 30D | -1.3% | -8.2% | +6.9% | -0.2% |
| 3M | +1.6% | -35.9% | +37.5% | +6.7% |
| 6M | +13.6% | +103.1% | -89.6% | -0.9% |
| YTD | +20.8% | +130.6% | -109.9% | +3.3% |
| 1Y | +26.4% | +86.1% | -59.7% | +11.1% |
| All | +65.3% | +349.4% | -284.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling