-97.3%
IRE vs ARMK
+44.4%
-141.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.9% | +13.3% |
| 7D | -15.1% | +2.8% | -17.9% | -16.3% |
| 30D | -71.4% | -1.8% | -69.6% | -69.3% |
| 3M | -81.2% | -10.9% | -70.3% | -77.9% |
| 6M | -93.7% | +21.2% | -115.0% | -94.7% |
| YTD | -92.2% | +47.0% | -139.2% | -93.3% |
| 1Y | -97.3% | +42.9% | -140.1% | -97.7% |
| All | -97.3% | +44.4% | -141.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling