+302.2%
ARMK vs IBN
+389.5%
-87.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | 0.0% | -0.3% | +0.4% | +0.1% |
| 3M | +6.7% | +17.1% | -10.4% | +1.5% |
| 6M | +38.8% | +3.4% | +35.4% | +37.0% |
| YTD | +55.2% | +2.5% | +52.7% | +53.3% |
| 1Y | +46.6% | -4.2% | +50.8% | +47.5% |
| 3Y | +112.9% | +32.4% | +80.5% | +92.1% |
| 5Y | +144.0% | +59.2% | +84.8% | +107.0% |
| 10Y | +132.4% | +345.7% | -213.3% | +54.5% |
| All | +302.2% | +389.5% | -87.3% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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