+80.2%
IBB vs ARMK
+91.9%
-11.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.7% | +0.7% |
| 7D | -1.8% | -2.6% | +0.8% | -1.3% |
| 30D | +5.1% | -5.2% | +10.3% | +6.1% |
| 3M | +10.7% | -6.5% | +17.2% | +11.9% |
| 6M | +22.9% | +15.3% | +7.6% | +17.6% |
| YTD | +26.7% | +43.6% | -16.9% | +14.4% |
| 1Y | +35.1% | +42.1% | -6.9% | +22.2% |
| 3Y | +80.2% | +94.0% | -13.8% | +53.4% |
| All | +80.2% | +91.9% | -11.8% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling