+67.4%
IOT vs ARMK
+131.2%
-63.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.9% | +2.7% | -1.7% | -0.7% |
| 30D | +1.4% | -1.5% | +2.9% | +1.6% |
| 3M | +0.5% | -11.6% | +12.1% | +7.5% |
| 6M | +50.3% | +6.7% | +43.5% | +41.4% |
| YTD | +16.7% | +47.4% | -30.7% | -13.8% |
| 1Y | +6.8% | +41.5% | -34.7% | -18.7% |
| 3Y | +75.5% | +95.5% | -20.1% | -1.7% |
| All | +67.4% | +131.2% | -63.7% | -24.2% |
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