+130.6%
IBB vs ARMK
+125.8%
+4.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +5.2% | -1.3% | +6.5% | +5.4% |
| 3M | +8.6% | -2.5% | +11.1% | +8.8% |
| 6M | +27.8% | +20.8% | +7.0% | +22.3% |
| YTD | +28.8% | +48.2% | -19.4% | +18.0% |
| 1Y | +36.4% | +45.7% | -9.3% | +25.3% |
| 3Y | +89.3% | +96.6% | -7.2% | +62.2% |
| 5Y | +43.3% | +106.6% | -63.3% | +20.2% |
| 10Y | +130.6% | +132.6% | -1.9% | +100.2% |
| All | +130.6% | +125.8% | +4.8% | +100.2% |
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