+74.9%
IWD vs ARMK
+144.6%
-69.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +0.6% | 0.0% | +0.6% | +0.4% |
| 3M | +7.2% | +6.7% | +0.6% | +4.8% |
| 6M | +16.2% | +38.8% | -22.6% | +4.2% |
| YTD | +23.3% | +55.2% | -31.8% | +6.4% |
| 1Y | +29.6% | +46.6% | -17.0% | +13.6% |
| 3Y | +70.5% | +112.9% | -42.4% | +29.1% |
| All | +74.9% | +144.6% | -69.7% | +22.8% |
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