+22.4%
IBB vs ARMK
+144.6%
-122.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +10.5% | 0.0% | +10.5% | +10.2% |
| 3M | +23.6% | +6.7% | +17.0% | +21.0% |
| 6M | +22.6% | +38.8% | -16.2% | +10.6% |
| YTD | +25.7% | +55.2% | -29.5% | +9.2% |
| 1Y | +51.4% | +46.6% | +4.8% | +33.6% |
| 3Y | +64.4% | +112.9% | -48.5% | +26.5% |
| All | +22.4% | +144.6% | -122.2% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling