+7.0%
IOVA vs ARMK
+125.8%
-118.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -8.5% | -0.7% | -7.8% | -8.2% |
| 30D | -44.7% | -1.3% | -43.4% | -44.4% |
| 3M | +26.2% | -2.5% | +28.7% | +26.9% |
| 6M | +123.2% | +20.8% | +102.4% | +104.5% |
| YTD | +196.0% | +48.2% | +147.8% | +149.0% |
| 1Y | +240.9% | +45.7% | +195.2% | +188.4% |
| 3Y | +103.5% | +96.6% | +7.0% | +50.3% |
| 5Y | -65.5% | +106.6% | -172.0% | -75.4% |
| 10Y | +7.0% | +132.6% | -125.5% | -22.8% |
| All | +7.0% | +125.8% | -118.8% | -22.8% |
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