+84.8%
IEMG vs ARMK
+121.1%
-36.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +4.6% | +2.4% | +2.3% | +4.0% |
| 3M | +4.8% | +6.1% | -1.2% | +3.5% |
| 6M | +16.8% | +41.8% | -24.9% | +8.4% |
| YTD | +24.8% | +55.5% | -30.7% | +13.7% |
| 1Y | +34.3% | +49.6% | -15.3% | +23.1% |
| All | +84.8% | +121.1% | -36.4% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling