+25.4%
IP vs ARMK
+114.2%
-88.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -2.7% |
| 7D | -5.0% | -10.2% | +5.2% | -1.7% |
| 30D | +6.5% | -9.3% | +15.8% | +9.7% |
| 3M | -18.0% | -11.4% | -6.6% | -15.1% |
| 6M | +10.3% | +11.6% | -1.3% | +5.9% |
| YTD | -9.9% | +37.5% | -47.4% | -19.3% |
| 1Y | -1.1% | +34.9% | -36.0% | -10.8% |
| 3Y | +13.0% | +83.4% | -70.4% | -9.2% |
| 5Y | -12.3% | +87.9% | -100.1% | -31.3% |
| All | +25.4% | +114.2% | -88.7% | -0.3% |
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