+3.6%
IEF vs ARMK
+146.1%
-142.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.2% |
| 7D | -1.3% | +3.1% | -4.5% | -1.3% |
| 30D | -1.7% | -2.8% | +1.0% | -1.8% |
| 3M | -2.5% | +7.6% | -10.1% | -2.5% |
| 6M | -3.3% | +47.9% | -51.2% | -2.8% |
| YTD | -2.8% | +60.0% | -62.8% | -2.3% |
| 1Y | -2.7% | +52.2% | -55.0% | -2.3% |
| 3Y | +8.9% | +131.4% | -122.5% | +10.1% |
| 5Y | -9.4% | +163.2% | -172.6% | -8.0% |
| All | +3.6% | +146.1% | -142.5% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling