+49.0%
IVZ vs ARMK
+123.7%
-74.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -2.2% |
| 7D | -2.4% | -2.6% | +0.2% | -1.3% |
| 30D | -11.2% | -5.2% | -6.0% | -9.0% |
| 3M | -14.0% | -6.5% | -7.5% | -11.7% |
| 6M | +0.5% | +15.3% | -14.8% | -7.5% |
| YTD | +5.4% | +43.6% | -38.2% | -13.1% |
| 1Y | +19.5% | +42.1% | -22.6% | -1.0% |
| 3Y | +128.7% | +94.0% | +34.7% | +60.3% |
| 5Y | +28.8% | +96.3% | -67.5% | -10.9% |
| All | +49.0% | +123.7% | -74.7% | +4.3% |
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 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