-5.0%
IWF vs ARMK
+44.7%
-49.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | -10.9% | -1.3% | -9.5% | -10.8% |
| 3M | -8.1% | -2.5% | -5.6% | -7.9% |
| 6M | -7.5% | +20.8% | -28.3% | -11.0% |
| YTD | -3.4% | +48.2% | -51.6% | -9.6% |
| 1Y | -5.0% | +45.7% | -50.7% | -11.1% |
| All | -5.0% | +44.7% | -49.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling