+38.3%
IEMG vs ARMK
+47.4%
-9.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.6% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +0.4% | +6.7% | -6.3% | -0.9% |
| 6M | +16.4% | +38.8% | -22.5% | +9.0% |
| YTD | +25.4% | +55.2% | -29.7% | +17.0% |
| 1Y | +38.3% | +46.6% | -8.3% | +30.1% |
| All | +38.3% | +47.4% | -9.1% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling