+30.7%
IOVA vs ARMK
+123.7%
-93.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +2.2% |
| 7D | -5.2% | -2.6% | -2.6% | -4.1% |
| 30D | -37.8% | -5.2% | -32.6% | -36.5% |
| 3M | +29.5% | -6.5% | +36.0% | +32.3% |
| 6M | +96.6% | +15.3% | +81.3% | +83.7% |
| YTD | +194.5% | +43.6% | +150.9% | +151.0% |
| 1Y | +248.1% | +42.1% | +206.0% | +197.6% |
| 3Y | +86.1% | +94.0% | -7.9% | +38.3% |
| 5Y | -67.8% | +96.3% | -164.1% | -76.6% |
| All | +30.7% | +123.7% | -93.0% | -3.5% |
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