+138.0%
ARMK vs IAG
+401.0%
-263.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | +0.3% | +1.7% | -1.3% | +0.2% |
| 30D | +2.4% | +11.4% | -9.1% | +1.8% |
| 3M | +6.1% | +33.0% | -27.0% | +4.3% |
| 6M | +41.8% | -6.0% | +47.8% | +41.5% |
| YTD | +55.5% | +24.6% | +31.0% | +52.9% |
| 1Y | +49.6% | +105.0% | -55.4% | +43.2% |
| 3Y | +122.8% | +837.9% | -715.1% | +97.6% |
| 5Y | +151.0% | +817.0% | -666.0% | +118.4% |
| 10Y | +138.0% | +425.3% | -287.4% | +111.8% |
| All | +138.0% | +401.0% | -263.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling