+293.0%
IBKR vs ARMK
+127.5%
+165.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +0.9% |
| 7D | -1.3% | +3.1% | -4.5% | -2.6% |
| 30D | -0.2% | -2.8% | +2.6% | +0.9% |
| 3M | +3.0% | +7.6% | -4.6% | -0.7% |
| 6M | +33.9% | +47.9% | -14.0% | +11.4% |
| YTD | +42.5% | +60.0% | -17.5% | +14.4% |
| 1Y | +44.9% | +52.2% | -7.4% | +18.6% |
| 3Y | +293.0% | +131.4% | +161.6% | +179.5% |
| All | +293.0% | +127.5% | +165.5% | +179.5% |
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