+306.5%
IVV vs ARMK
+123.7%
+182.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.1% | -0.8% |
| 7D | -2.7% | -2.6% | -0.1% | -2.1% |
| 30D | -5.4% | -5.2% | -0.2% | -4.2% |
| 3M | -4.1% | -6.5% | +2.5% | -2.7% |
| 6M | +0.7% | +15.3% | -14.5% | -3.5% |
| YTD | +8.7% | +43.6% | -34.9% | -1.8% |
| 1Y | +11.0% | +42.1% | -31.1% | +0.4% |
| 3Y | +75.4% | +94.0% | -18.6% | +44.7% |
| 5Y | +68.3% | +96.3% | -27.9% | +36.6% |
| All | +306.5% | +123.7% | +182.8% | +231.1% |
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 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