+421.3%
IWF vs ARMK
+134.7%
+286.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -1.4% | +2.4% | -3.7% | -2.1% |
| 3M | +0.4% | +6.1% | -5.6% | -1.2% |
| 6M | +8.5% | +41.8% | -33.3% | -1.2% |
| YTD | +3.7% | +55.5% | -51.9% | -8.0% |
| 1Y | +8.5% | +49.6% | -41.1% | -2.9% |
| 3Y | +78.5% | +122.8% | -44.2% | +42.9% |
| 5Y | +73.6% | +151.0% | -77.3% | +34.4% |
| 10Y | +421.3% | +138.0% | +283.3% | +325.4% |
| All | +421.3% | +134.7% | +286.5% | +325.4% |
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