+234.8%
IJR vs ARMK
+350.8%
-116.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | -2.4% | 0.0% | -2.4% | -2.6% |
| 3M | +3.9% | +6.7% | -2.7% | +1.3% |
| 6M | +12.4% | +38.8% | -26.4% | -0.9% |
| YTD | +21.5% | +55.2% | -33.7% | +2.7% |
| 1Y | +24.0% | +46.6% | -22.6% | +6.8% |
| 3Y | +49.7% | +112.9% | -63.2% | +10.9% |
| 5Y | +39.7% | +144.0% | -104.3% | -2.8% |
| 10Y | +169.0% | +132.4% | +36.6% | +83.4% |
| All | +234.8% | +350.8% | -116.0% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling