+28.8%
IVZ vs ARMK
+90.4%
-61.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.9% | -4.1% | -5.7% |
| 7D | -6.7% | -10.2% | +3.5% | -0.6% |
| 30D | -10.9% | -9.3% | -1.6% | -5.7% |
| 3M | -14.8% | -11.4% | -3.4% | -9.2% |
| 6M | +2.4% | +11.6% | -9.2% | -6.1% |
| YTD | +5.4% | +37.5% | -32.0% | -15.8% |
| 1Y | +19.6% | +34.9% | -15.4% | -3.4% |
| 3Y | +122.4% | +83.4% | +39.0% | +41.9% |
| 5Y | +28.8% | +87.9% | -59.1% | -23.1% |
| All | +28.8% | +90.4% | -61.6% | -23.1% |
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 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