+153.1%
IWM vs ARMK
+121.8%
+31.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.6% |
| 7D | -2.0% | -2.6% | +0.6% | -1.2% |
| 30D | -1.5% | -5.2% | +3.7% | +0.2% |
| 3M | -8.0% | -6.5% | -1.5% | -6.2% |
| 6M | -4.1% | +15.3% | -19.4% | -9.7% |
| YTD | +11.9% | +43.6% | -31.7% | -3.0% |
| 1Y | +15.0% | +42.1% | -27.0% | 0.0% |
| 3Y | +64.2% | +94.0% | -29.8% | +25.5% |
| 5Y | +20.4% | +96.3% | -75.9% | -9.6% |
| All | +153.1% | +121.8% | +31.3% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling