+21.4%
IEF vs ARMK
+327.1%
-305.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.8% | +2.8% | -3.6% | -0.7% |
| 30D | +2.0% | -1.8% | +3.8% | +2.0% |
| 3M | -1.1% | -10.9% | +9.8% | -1.2% |
| 6M | -1.9% | +21.2% | -23.2% | -1.6% |
| YTD | -2.2% | +47.0% | -49.2% | -1.6% |
| 1Y | -2.3% | +42.9% | -45.2% | -1.8% |
| 3Y | +11.6% | +95.0% | -83.4% | +13.0% |
| 5Y | -7.1% | +106.2% | -113.3% | -5.6% |
| 10Y | +7.8% | +131.6% | -123.8% | +9.3% |
| All | +21.4% | +327.1% | -305.7% | +26.4% |
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