+83.1%
IVV vs ARMK
+144.6%
-61.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | +0.1% | 0.0% | 0.0% | -0.1% |
| 3M | +2.0% | +6.7% | -4.7% | -0.5% |
| 6M | +13.0% | +38.8% | -25.8% | +0.4% |
| YTD | +13.6% | +55.2% | -41.6% | -3.2% |
| 1Y | +20.1% | +46.6% | -26.5% | +4.2% |
| 3Y | +77.6% | +112.9% | -35.3% | +31.0% |
| All | +83.1% | +144.6% | -61.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling