+55.4%
IOT vs ARMK
+150.9%
-95.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -2.1% |
| 7D | -4.5% | +3.1% | -7.6% | -6.4% |
| 30D | -2.4% | -2.8% | +0.3% | -0.9% |
| 3M | +19.0% | +7.6% | +11.4% | +12.7% |
| 6M | +19.6% | +47.9% | -28.3% | -10.0% |
| YTD | +8.3% | +60.0% | -51.8% | -23.4% |
| 1Y | -0.8% | +52.2% | -53.0% | -27.3% |
| 3Y | +24.4% | +131.4% | -107.0% | -38.2% |
| All | +55.4% | +150.9% | -95.5% | -32.6% |
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