+26.5%
IP vs ARMK
+123.7%
-97.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.6% | -0.6% |
| 7D | -5.1% | -2.6% | -2.4% | -4.3% |
| 30D | +8.5% | -5.2% | +13.7% | +10.2% |
| 3M | -13.8% | -6.5% | -7.3% | -12.3% |
| 6M | +5.7% | +15.3% | -9.5% | +0.4% |
| YTD | -9.1% | +43.6% | -52.7% | -19.7% |
| 1Y | -0.8% | +42.1% | -42.9% | -12.1% |
| 3Y | +14.8% | +94.0% | -79.2% | -9.4% |
| 5Y | -11.5% | +96.3% | -107.8% | -31.7% |
| All | +26.5% | +123.7% | -97.2% | -0.9% |
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