+149.1%
ARMK vs IAG
+766.8%
-617.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.6% |
| 7D | +1.7% | +4.3% | -2.6% | +1.3% |
| 30D | +3.1% | +9.8% | -6.7% | +2.2% |
| 3M | +9.2% | +28.9% | -19.7% | +6.5% |
| 6M | +43.7% | -7.6% | +51.3% | +43.5% |
| YTD | +57.4% | +22.0% | +35.4% | +53.1% |
| 1Y | +51.9% | +99.5% | -47.6% | +40.7% |
| 3Y | +125.4% | +818.3% | -692.9% | +78.0% |
| 5Y | +149.1% | +785.9% | -636.8% | +87.6% |
| All | +149.1% | +766.8% | -617.7% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling