+216.4%
IAU vs ARMK
+130.7%
+85.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | -2.0% | +2.8% | -4.8% | -2.0% |
| 30D | -4.4% | -1.8% | -2.7% | -4.4% |
| 3M | -8.9% | -10.9% | +2.0% | -8.8% |
| 6M | -15.9% | +21.2% | -37.2% | -16.0% |
| YTD | -7.8% | +47.0% | -54.8% | -8.0% |
| 1Y | -3.8% | +42.9% | -46.6% | -4.0% |
| 3Y | +104.3% | +95.0% | +9.3% | +103.8% |
| 5Y | +111.2% | +106.2% | +5.0% | +110.9% |
| 10Y | +216.4% | +131.6% | +84.8% | +219.1% |
| All | +216.4% | +130.7% | +85.7% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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