+155.2%
ARMK vs IFF
-36.2%
+191.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -0.9% | -2.8% | +1.9% | -0.1% |
| 30D | -5.9% | -1.1% | -4.8% | -5.7% |
| 3M | +6.7% | +13.8% | -7.1% | +2.4% |
| 6M | +42.5% | +16.7% | +25.9% | +34.8% |
| YTD | +55.1% | +26.1% | +29.0% | +42.5% |
| 1Y | +50.3% | +33.5% | +16.8% | +35.3% |
| 3Y | +122.2% | +31.6% | +90.6% | +97.1% |
| 5Y | +155.2% | -34.9% | +190.0% | +198.4% |
| All | +155.2% | -36.2% | +191.4% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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