+26.8%
IP vs ARMK
+131.1%
-104.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.6% |
| 7D | -3.0% | +0.9% | -4.0% | -3.4% |
| 30D | +10.6% | -0.4% | +11.0% | +10.5% |
| 3M | -13.6% | -2.0% | -11.6% | -13.4% |
| 6M | +10.4% | +22.0% | -11.5% | +3.0% |
| YTD | -6.5% | +49.6% | -56.1% | -18.5% |
| 1Y | -2.1% | +46.4% | -48.5% | -14.1% |
| 3Y | +22.0% | +103.2% | -81.2% | -5.2% |
| 5Y | -9.7% | +108.1% | -117.8% | -31.6% |
| 10Y | +26.8% | +129.4% | -102.6% | -1.9% |
| All | +26.8% | +131.1% | -104.3% | -1.9% |
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