+30.7%
IEMG vs ARMK
+54.5%
-23.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.7% |
| 7D | -1.3% | +3.1% | -4.4% | -1.8% |
| 30D | +1.9% | -2.8% | +4.7% | +2.4% |
| 3M | +1.4% | +7.6% | -6.2% | 0.0% |
| 6M | +15.2% | +47.9% | -32.7% | +6.7% |
| YTD | +23.8% | +60.0% | -36.2% | +14.7% |
| 1Y | +30.7% | +52.2% | -21.6% | +22.0% |
| All | +30.7% | +54.5% | -23.9% | +22.0% |
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 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