+63.8%
IVZ vs ARMK
+350.8%
-287.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +0.6% | -2.4% | +3.0% | +1.8% |
| 30D | +4.0% | 0.0% | +4.0% | +3.6% |
| 3M | +18.2% | +6.7% | +11.5% | +13.9% |
| 6M | +32.8% | +38.8% | -6.0% | +11.7% |
| YTD | +28.7% | +55.2% | -26.4% | +2.1% |
| 1Y | +55.4% | +46.6% | +8.8% | +26.7% |
| 3Y | +135.2% | +112.9% | +22.3% | +57.0% |
| 5Y | +64.2% | +144.0% | -79.8% | +1.9% |
| 10Y | +64.6% | +132.4% | -67.8% | +5.8% |
| All | +63.8% | +350.8% | -287.0% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling