+23.9%
IP vs ARMK
+114.7%
-90.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.9% |
| 3M | +11.2% | +6.7% | +4.5% | +8.9% |
| 6M | -10.2% | +38.8% | -49.0% | -19.2% |
| YTD | -2.0% | +55.2% | -57.2% | -14.8% |
| 1Y | -19.1% | +46.6% | -65.7% | -28.6% |
| All | +23.9% | +114.7% | -90.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling