+40.4%
IP vs ARMK
+315.5%
-275.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.9% |
| 7D | +3.4% | -5.8% | +9.2% | +5.3% |
| 30D | +11.2% | -5.3% | +16.5% | +13.0% |
| 3M | -14.8% | -6.7% | -8.0% | -13.1% |
| 6M | +17.3% | +17.4% | -0.1% | +10.6% |
| YTD | -6.2% | +43.0% | -49.2% | -17.3% |
| 1Y | +2.3% | +40.3% | -38.0% | -9.2% |
| 3Y | +17.7% | +90.8% | -73.2% | -7.3% |
| 5Y | -8.4% | +102.2% | -110.6% | -30.5% |
| 10Y | +32.1% | +125.8% | -93.7% | -3.3% |
| All | +40.4% | +315.5% | -275.1% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling