+1,550.0%
IBKR vs ARMK
+351.9%
+1,198.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -0.3% | +2.4% | -2.7% | -1.3% |
| 3M | +4.7% | +6.1% | -1.4% | +2.3% |
| 6M | +34.0% | +41.8% | -7.7% | +18.9% |
| YTD | +40.8% | +55.5% | -14.7% | +21.1% |
| 1Y | +45.7% | +49.6% | -3.8% | +26.8% |
| 3Y | +288.4% | +122.8% | +165.6% | +195.1% |
| 5Y | +487.2% | +151.0% | +336.2% | +323.7% |
| 10Y | +991.2% | +138.0% | +853.3% | +673.8% |
| All | +1,550.0% | +351.9% | +1,198.2% | +903.4% |
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 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