+39.9%
IJR vs ARMK
+146.8%
-106.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -1.1% | +0.3% | -1.5% | -1.3% |
| 30D | -3.6% | +2.4% | -6.0% | -4.8% |
| 3M | +2.3% | +6.1% | -3.7% | -0.5% |
| 6M | +14.3% | +41.8% | -27.4% | -2.3% |
| YTD | +19.3% | +55.5% | -36.3% | -2.4% |
| 1Y | +22.6% | +49.6% | -27.0% | +1.8% |
| 3Y | +53.5% | +122.8% | -69.2% | +3.6% |
| 5Y | +39.9% | +151.0% | -111.1% | -13.1% |
| All | +39.9% | +146.8% | -106.9% | -13.1% |
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