+179.3%
IJH vs ARMK
+146.1%
+33.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.3% |
| 7D | -1.9% | +3.1% | -5.0% | -2.9% |
| 30D | -4.6% | -2.8% | -1.8% | -3.7% |
| 3M | -1.2% | +7.6% | -8.7% | -3.9% |
| 6M | +9.4% | +47.9% | -38.5% | -5.4% |
| YTD | +13.3% | +60.0% | -46.7% | -5.0% |
| 1Y | +13.4% | +52.2% | -38.8% | -3.4% |
| 3Y | +50.4% | +131.4% | -81.0% | +8.7% |
| 5Y | +49.0% | +163.2% | -114.3% | +1.7% |
| All | +179.3% | +146.1% | +33.2% | +93.7% |
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