+523.7%
IWF vs ARMK
+330.5%
+193.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -10.9% | -1.3% | -9.5% | -10.6% |
| 3M | -8.1% | -2.5% | -5.6% | -7.7% |
| 6M | -7.5% | +20.8% | -28.3% | -12.4% |
| YTD | -3.4% | +48.2% | -51.6% | -13.5% |
| 1Y | -5.0% | +45.7% | -50.7% | -14.7% |
| 3Y | +64.0% | +96.6% | -32.5% | +34.7% |
| 5Y | +56.8% | +106.6% | -49.8% | +25.8% |
| 10Y | +381.2% | +132.6% | +248.6% | +271.5% |
| All | +523.7% | +330.5% | +193.2% | +332.1% |
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 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