+417.1%
IRM vs ARMK
+136.6%
+280.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | -4.2% | +3.1% | -7.3% | -5.0% |
| 3M | -5.4% | +9.2% | -14.6% | -7.5% |
| 6M | +12.0% | +43.7% | -31.7% | +2.0% |
| YTD | +42.0% | +57.4% | -15.3% | +26.1% |
| 1Y | +29.9% | +51.9% | -22.0% | +16.1% |
| 3Y | +104.4% | +125.4% | -21.0% | +64.0% |
| 5Y | +191.0% | +149.1% | +41.9% | +126.3% |
| 10Y | +417.1% | +135.4% | +281.7% | +342.8% |
| All | +417.1% | +136.6% | +280.5% | +342.8% |
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 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