+168.1%
IJR vs ARMK
+146.1%
+22.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.6% |
| 7D | -2.2% | +3.1% | -5.3% | -3.3% |
| 30D | -4.6% | -2.8% | -1.8% | -3.7% |
| 3M | +0.2% | +7.6% | -7.4% | -2.7% |
| 6M | +14.7% | +47.9% | -33.2% | -1.3% |
| YTD | +18.9% | +60.0% | -41.2% | -0.9% |
| 1Y | +19.9% | +52.2% | -32.3% | +1.7% |
| 3Y | +53.0% | +131.4% | -78.4% | +9.6% |
| 5Y | +40.9% | +163.2% | -122.4% | -5.0% |
| All | +168.1% | +146.1% | +22.0% | +85.7% |
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