+273.0%
IWD vs ARMK
+350.8%
-77.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 6M | +16.2% | +38.8% | -22.6% | +5.6% |
| YTD | +23.3% | +55.2% | -31.8% | +8.4% |
| 1Y | +29.6% | +46.6% | -17.0% | +15.6% |
| 3Y | +70.5% | +112.9% | -42.4% | +35.1% |
| 5Y | +73.5% | +144.0% | -70.5% | +30.5% |
| 10Y | +198.3% | +132.4% | +65.9% | +122.5% |
| All | +273.0% | +350.8% | -77.8% | +148.7% |
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