+357.1%
IGV vs ARMK
+125.8%
+231.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -11.0% | -1.3% | -9.6% | -10.8% |
| 3M | -4.5% | -2.5% | -2.0% | -4.2% |
| 6M | +10.1% | +20.8% | -10.7% | +4.1% |
| YTD | -5.1% | +48.2% | -53.2% | -15.3% |
| 1Y | -10.2% | +45.7% | -56.0% | -19.6% |
| 3Y | +37.7% | +96.6% | -58.8% | +12.9% |
| 5Y | +15.7% | +106.6% | -90.9% | -7.2% |
| 10Y | +357.1% | +132.6% | +224.6% | +273.4% |
| All | +357.1% | +125.8% | +231.3% | +273.4% |
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