+720.2%
IRM vs ARMK
+317.2%
+403.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.2% |
| 7D | -8.6% | -2.6% | -6.0% | -8.0% |
| 30D | -8.0% | -5.2% | -2.8% | -6.7% |
| 3M | -12.0% | -6.5% | -5.5% | -10.5% |
| 6M | -18.2% | +15.3% | -33.4% | -21.3% |
| YTD | +31.4% | +43.6% | -12.2% | +19.1% |
| 1Y | +9.2% | +42.1% | -32.9% | -0.8% |
| 3Y | +94.6% | +94.0% | +0.6% | +61.5% |
| 5Y | +170.2% | +96.3% | +73.9% | +121.0% |
| 10Y | +464.3% | +126.7% | +337.6% | +346.5% |
| All | +720.2% | +317.2% | +403.0% | +461.3% |
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