+511.3%
IWF vs ARMK
+317.2%
+194.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.2% | +0.1% |
| 7D | -5.0% | -2.6% | -2.4% | -4.3% |
| 30D | -13.2% | -5.2% | -8.0% | -12.0% |
| 3M | -9.4% | -6.5% | -2.9% | -8.1% |
| 6M | -8.6% | +15.3% | -23.8% | -12.4% |
| YTD | -5.3% | +43.6% | -48.9% | -14.5% |
| 1Y | -5.0% | +42.1% | -47.0% | -14.1% |
| 3Y | +64.6% | +94.0% | -29.4% | +35.7% |
| 5Y | +50.8% | +96.3% | -45.5% | +22.5% |
| 10Y | +385.7% | +126.7% | +259.0% | +277.3% |
| All | +511.3% | +317.2% | +194.1% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling