-97.2%
IRE vs ARMK
+42.8%
-139.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -8.8% |
| 7D | -15.5% | +0.9% | -16.4% | -14.1% |
| 30D | -70.4% | -0.4% | -70.0% | -69.0% |
| 3M | -81.6% | -2.0% | -79.6% | -80.5% |
| 6M | -94.7% | +22.0% | -116.6% | -95.6% |
| YTD | -91.8% | +49.6% | -141.4% | -93.2% |
| 1Y | -97.6% | +46.4% | -143.9% | -98.0% |
| All | -97.2% | +42.8% | -139.9% | -97.7% |
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