+41.7%
IGV vs ARMK
+91.9%
-50.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -1.3% |
| 7D | -5.2% | -2.6% | -2.6% | -4.6% |
| 30D | -10.0% | -5.2% | -4.8% | -8.8% |
| 3M | -0.5% | -6.5% | +6.0% | +0.8% |
| 6M | +12.6% | +15.3% | -2.6% | +6.9% |
| YTD | -6.4% | +43.6% | -50.0% | -17.9% |
| 1Y | -9.5% | +42.1% | -51.6% | -20.5% |
| 3Y | +41.7% | +94.0% | -52.3% | +16.6% |
| All | +41.7% | +91.9% | -50.3% | +16.6% |
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