+387.3%
IWF vs ARMK
+131.4%
+255.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +2.7% | +0.1% | +2.1% |
| 30D | -7.5% | -1.5% | -6.1% | -7.2% |
| 3M | -8.5% | -11.6% | +3.1% | -5.7% |
| 6M | -7.4% | +6.7% | -14.2% | -9.3% |
| YTD | -2.6% | +47.4% | -50.1% | -12.5% |
| 1Y | -1.8% | +41.5% | -43.3% | -10.9% |
| 3Y | +65.5% | +95.5% | -30.1% | +36.9% |
| 5Y | +55.8% | +108.4% | -52.5% | +25.7% |
| All | +387.3% | +131.4% | +255.9% | +302.4% |
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