+357.9%
IGV vs ARMK
+136.6%
+221.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | -3.3% | +1.7% | -5.0% | -3.7% |
| 30D | 0.0% | +3.1% | -3.1% | -1.0% |
| 3M | +7.3% | +9.2% | -1.9% | +4.6% |
| 6M | +16.7% | +43.7% | -27.0% | +5.4% |
| YTD | -2.8% | +57.4% | -60.2% | -14.5% |
| 1Y | -6.7% | +51.9% | -58.5% | -17.2% |
| 3Y | +41.1% | +125.4% | -84.3% | +11.7% |
| 5Y | +22.0% | +149.1% | -127.1% | -6.0% |
| 10Y | +357.9% | +135.4% | +222.5% | +276.8% |
| All | +357.9% | +136.6% | +221.3% | +276.8% |
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