+517.3%
IRM vs ARMK
+131.4%
+385.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.8% | +2.7% | +4.1% | +6.1% |
| 30D | +2.6% | -1.5% | +4.1% | +3.0% |
| 3M | -9.5% | -11.6% | +2.1% | -6.7% |
| 6M | -8.5% | +6.7% | -15.2% | -10.0% |
| YTD | +40.3% | +47.4% | -7.1% | +26.7% |
| 1Y | +28.7% | +41.5% | -12.8% | +17.4% |
| 3Y | +111.8% | +95.5% | +16.3% | +76.6% |
| 5Y | +189.1% | +108.4% | +80.7% | +134.9% |
| All | +517.3% | +131.4% | +385.9% | +415.5% |
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