-16.1%
IP vs ARMK
+144.6%
-160.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -5.3% | -2.4% | -2.9% | -4.4% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +11.2% | +6.7% | +4.5% | +8.6% |
| 6M | -10.2% | +38.8% | -49.0% | -20.4% |
| YTD | -2.0% | +55.2% | -57.2% | -16.6% |
| 1Y | -19.1% | +46.6% | -65.7% | -29.8% |
| 3Y | +20.9% | +112.9% | -92.0% | -10.0% |
| All | -16.1% | +144.6% | -160.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling