+203.4%
IBB vs ARMK
+350.8%
-147.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | +10.5% | 0.0% | +10.5% | +10.3% |
| 3M | +23.6% | +6.7% | +17.0% | +21.6% |
| 6M | +22.6% | +38.8% | -16.2% | +13.2% |
| YTD | +25.7% | +55.2% | -29.5% | +12.9% |
| 1Y | +51.4% | +46.6% | +4.8% | +37.6% |
| 3Y | +64.4% | +112.9% | -48.5% | +35.6% |
| 5Y | +22.1% | +144.0% | -121.8% | -3.4% |
| 10Y | +132.5% | +132.4% | 0.0% | +86.8% |
| All | +203.4% | +350.8% | -147.5% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling