+792.9%
IRM vs ARMK
+350.8%
+442.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | -9.7% | +6.7% | -16.3% | -11.2% |
| 6M | +10.0% | +38.8% | -28.8% | +0.9% |
| YTD | +43.0% | +55.2% | -12.2% | +27.1% |
| 1Y | +32.7% | +46.6% | -13.9% | +19.5% |
| 3Y | +102.7% | +112.9% | -10.2% | +64.3% |
| 5Y | +187.6% | +144.0% | +43.6% | +123.4% |
| 10Y | +420.1% | +132.4% | +287.7% | +310.5% |
| All | +792.9% | +350.8% | +442.1% | +499.1% |
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