-7.6%
IEF vs ARMK
+106.5%
-114.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.9% | +7.1% | -9.0% | -2.0% |
| 30D | +1.1% | -1.6% | +2.7% | +1.1% |
| 3M | -1.9% | -10.5% | +8.6% | -1.8% |
| 6M | -2.4% | +11.8% | -14.2% | -2.6% |
| YTD | -3.0% | +47.3% | -50.3% | -3.7% |
| 1Y | -3.1% | +41.5% | -44.6% | -3.7% |
| 3Y | +10.7% | +95.3% | -84.6% | +9.4% |
| All | -7.6% | +106.5% | -114.1% | -9.3% |
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 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