+38.2%
IVZ vs ARMK
+131.1%
-92.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +5.1% | +7.1% | -2.0% | +1.7% |
| 30D | -1.6% | -1.6% | +0.1% | -0.9% |
| 3M | -9.1% | -10.5% | +1.4% | -4.3% |
| 6M | +1.8% | +11.8% | -10.0% | -4.6% |
| YTD | +10.8% | +47.3% | -36.4% | -9.7% |
| 1Y | +19.1% | +41.5% | -22.4% | -1.0% |
| 3Y | +144.4% | +95.3% | +49.1% | +70.7% |
| 5Y | +33.6% | +108.1% | -74.6% | -10.1% |
| All | +38.2% | +131.1% | -92.9% | -4.7% |
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