+129.4%
ARMK vs IAG
+326.7%
-197.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +3.9% |
| 7D | +0.9% | +24.0% | -23.1% | -0.2% |
| 30D | -0.4% | +5.5% | -5.9% | -0.7% |
| 3M | -2.0% | +8.3% | -10.3% | -2.5% |
| 6M | +22.0% | +6.1% | +15.9% | +21.1% |
| YTD | +49.6% | +20.3% | +29.3% | +47.2% |
| 1Y | +46.4% | +56.5% | -10.1% | +42.1% |
| 3Y | +103.2% | +762.6% | -659.4% | +80.5% |
| 5Y | +108.1% | +546.3% | -438.1% | +81.4% |
| 10Y | +129.4% | +356.1% | -226.7% | +105.0% |
| All | +129.4% | +326.7% | -197.2% | +105.0% |
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