+50.7%
IJH vs ARMK
+121.1%
-70.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.7% | +0.3% | -1.1% | -0.9% |
| 30D | -3.8% | +2.4% | -6.2% | -4.8% |
| 3M | 0.0% | +6.1% | -6.0% | -2.2% |
| 6M | +8.8% | +41.8% | -33.0% | -4.5% |
| YTD | +13.5% | +55.5% | -42.0% | -4.0% |
| 1Y | +15.4% | +49.6% | -34.2% | -1.1% |
| All | +50.7% | +121.1% | -70.5% | +10.8% |
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