+1.1%
IOVA vs ARMK
+131.1%
-130.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.2% | -5.9% | -5.8% |
| 7D | -1.4% | +7.1% | -8.5% | -4.0% |
| 30D | -47.4% | -1.6% | -45.7% | -47.0% |
| 3M | +13.2% | -10.5% | +23.7% | +17.8% |
| 6M | +114.3% | +11.8% | +102.5% | +103.1% |
| YTD | +179.5% | +47.3% | +132.2% | +135.6% |
| 1Y | +200.4% | +41.5% | +158.9% | +157.1% |
| 3Y | +92.2% | +95.3% | -3.1% | +42.2% |
| 5Y | -63.8% | +108.1% | -171.9% | -74.3% |
| All | +1.1% | +131.1% | -130.0% | -26.9% |
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