+48.1%
IJH vs ARMK
+160.7%
-112.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.5% |
| 7D | -1.9% | +3.1% | -5.0% | -3.1% |
| 30D | -4.6% | -2.8% | -1.8% | -3.6% |
| 3M | -1.2% | +7.6% | -8.7% | -4.4% |
| 6M | +9.4% | +47.9% | -38.5% | -8.0% |
| YTD | +13.3% | +60.0% | -46.7% | -8.3% |
| 1Y | +13.4% | +52.2% | -38.8% | -6.4% |
| 3Y | +50.4% | +131.4% | -81.0% | -0.2% |
| All | +48.1% | +160.7% | -112.6% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling