+598.6%
IGV vs ARMK
+350.8%
+247.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 6M | +22.1% | +38.8% | -16.7% | +10.8% |
| YTD | -1.0% | +55.2% | -56.2% | -13.1% |
| 1Y | -2.1% | +46.6% | -48.7% | -12.8% |
| 3Y | +44.6% | +112.9% | -68.3% | +15.0% |
| 5Y | +22.2% | +144.0% | -121.8% | -6.6% |
| 10Y | +364.7% | +132.4% | +232.3% | +256.0% |
| All | +598.6% | +350.8% | +247.8% | +365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling