+16.7%
IOVA vs ARMK
+131.1%
-114.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | 0.0% |
| 7D | +1.9% | +0.9% | +0.9% | +1.6% |
| 30D | -44.1% | -0.4% | -43.8% | -44.0% |
| 3M | +28.9% | -2.0% | +30.8% | +29.3% |
| 6M | +125.7% | +22.0% | +103.7% | +106.0% |
| YTD | +199.3% | +49.6% | +149.7% | +151.0% |
| 1Y | +255.2% | +46.4% | +208.9% | +200.2% |
| 3Y | +106.8% | +103.2% | +3.6% | +50.9% |
| 5Y | -67.1% | +108.1% | -175.2% | -76.6% |
| 10Y | +16.7% | +129.4% | -112.7% | -15.4% |
| All | +16.7% | +131.1% | -114.4% | -15.4% |
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