+51.4%
IWF vs ARMK
+99.2%
-47.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | -0.4% |
| 7D | -5.0% | -2.6% | -2.4% | -4.0% |
| 30D | -13.2% | -5.2% | -8.0% | -11.5% |
| 3M | -9.4% | -6.5% | -2.9% | -7.5% |
| 6M | -8.6% | +15.3% | -23.8% | -14.4% |
| YTD | -5.3% | +43.6% | -48.9% | -19.3% |
| 1Y | -5.0% | +42.1% | -47.0% | -18.8% |
| 3Y | +64.6% | +94.0% | -29.4% | +18.6% |
| All | +51.4% | +99.2% | -47.8% | +0.2% |
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