+274.1%
IWD vs ARMK
+317.2%
-43.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.8% | -1.6% |
| 7D | -0.5% | -2.6% | +2.2% | +0.2% |
| 30D | +2.7% | -5.2% | +7.9% | +3.9% |
| 3M | +0.9% | -6.5% | +7.4% | +2.3% |
| 6M | +10.5% | +15.3% | -4.7% | +5.5% |
| YTD | +23.7% | +43.6% | -19.9% | +10.8% |
| 1Y | +28.7% | +42.1% | -13.3% | +15.6% |
| 3Y | +79.7% | +94.0% | -14.3% | +45.9% |
| 5Y | +69.7% | +96.3% | -26.6% | +35.1% |
| 10Y | +211.4% | +126.7% | +84.7% | +133.0% |
| All | +274.1% | +317.2% | -43.1% | +154.1% |
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 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