+44.0%
IGV vs ARMK
+120.0%
-76.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -4.5% | -2.4% | -2.1% | -3.9% |
| 30D | +3.2% | 0.0% | +3.2% | +3.0% |
| 3M | +4.5% | +6.7% | -2.1% | +2.2% |
| 6M | +22.1% | +38.8% | -16.7% | +9.4% |
| YTD | -1.0% | +55.2% | -56.2% | -15.0% |
| 1Y | -2.1% | +46.6% | -48.7% | -14.3% |
| All | +44.0% | +120.0% | -76.0% | +10.6% |
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