+225.1%
IJR vs ARMK
+328.3%
-103.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.2% |
| 30D | +3.8% | -1.5% | +5.3% | +4.2% |
| 3M | -5.7% | -11.6% | +5.8% | -1.8% |
| 6M | +4.6% | +6.7% | -2.1% | +1.5% |
| YTD | +18.0% | +47.4% | -29.4% | +1.2% |
| 1Y | +21.8% | +41.5% | -19.7% | +6.0% |
| 3Y | +61.1% | +95.5% | -34.5% | +22.7% |
| 5Y | +27.3% | +108.4% | -81.1% | -6.6% |
| 10Y | +154.1% | +132.3% | +21.9% | +73.1% |
| All | +225.1% | +328.3% | -103.2% | +98.0% |
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