+73.8%
IWF vs ARMK
+148.1%
-74.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | -1.3% | +3.1% | -4.4% | -2.6% |
| 3M | +0.1% | +9.2% | -9.1% | -3.5% |
| 6M | +10.3% | +43.7% | -33.4% | -4.9% |
| YTD | +4.2% | +57.4% | -53.2% | -13.6% |
| 1Y | +9.3% | +51.9% | -42.5% | -8.3% |
| 3Y | +79.3% | +125.4% | -46.1% | +23.1% |
| 5Y | +73.8% | +149.1% | -75.3% | +10.9% |
| All | +73.8% | +148.1% | -74.4% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling