+7.6%
IOVA vs ARMK
+131.8%
-124.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +9.7% | -2.4% | +12.1% | +10.7% |
| 30D | +102.5% | 0.0% | +102.5% | +101.6% |
| 3M | +100.7% | +6.7% | +94.0% | +94.5% |
| 6M | +106.3% | +38.8% | +67.5% | +78.9% |
| YTD | +222.0% | +55.2% | +166.8% | +166.4% |
| 1Y | +299.5% | +46.6% | +252.9% | +237.4% |
| 3Y | +42.9% | +112.9% | -70.0% | +2.2% |
| 5Y | -65.0% | +144.0% | -208.9% | -76.5% |
| All | +7.6% | +131.8% | -124.2% | -19.2% |
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 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