+363.6%
IGV vs ARMK
+131.4%
+232.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.3% | +2.7% | -0.3% | +1.6% |
| 30D | -6.0% | -1.5% | -4.5% | -5.8% |
| 3M | -4.8% | -11.6% | +6.8% | -2.0% |
| 6M | +14.2% | +6.7% | +7.5% | +11.7% |
| YTD | -4.2% | +47.4% | -51.7% | -14.5% |
| 1Y | -5.3% | +41.5% | -46.8% | -14.5% |
| 3Y | +38.8% | +95.5% | -56.8% | +13.9% |
| 5Y | +14.2% | +108.4% | -94.2% | -8.5% |
| All | +363.6% | +131.4% | +232.2% | +279.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling