+194.7%
IWD vs ARMK
+136.6%
+58.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.2% |
| 7D | -0.2% | +1.7% | -1.9% | -0.6% |
| 30D | -0.8% | +3.1% | -3.9% | -1.8% |
| 3M | +8.0% | +9.2% | -1.2% | +5.2% |
| 6M | +18.2% | +43.7% | -25.5% | +6.4% |
| YTD | +22.3% | +57.4% | -35.0% | +7.2% |
| 1Y | +28.9% | +51.9% | -23.0% | +13.9% |
| 3Y | +71.5% | +125.4% | -53.9% | +34.1% |
| 5Y | +73.6% | +149.1% | -75.5% | +30.1% |
| 10Y | +194.7% | +135.4% | +59.2% | +131.4% |
| All | +194.7% | +136.6% | +58.1% | +131.4% |
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