+22.9%
IP vs ARMK
+131.6%
-108.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -5.3% | -2.4% | -2.9% | -4.5% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | +6.7% | +4.5% | +8.8% |
| 6M | -10.2% | +38.8% | -49.0% | -19.5% |
| YTD | -2.0% | +55.2% | -57.2% | -15.4% |
| 1Y | -19.1% | +46.6% | -65.7% | -28.9% |
| 3Y | +20.9% | +112.9% | -92.0% | -7.4% |
| 5Y | -17.8% | +144.0% | -161.8% | -40.8% |
| All | +22.9% | +131.6% | -108.6% | -3.9% |
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