+23.7%
IWM vs ARMK
+106.6%
-82.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +2.8% | +7.1% | -4.4% | -0.3% |
| 30D | +0.6% | -1.6% | +2.3% | +1.1% |
| 3M | -7.8% | -10.5% | +2.8% | -3.6% |
| 6M | -1.0% | +11.8% | -12.8% | -6.6% |
| YTD | +13.9% | +47.3% | -33.4% | -6.1% |
| 1Y | +15.4% | +41.5% | -26.0% | -3.1% |
| 3Y | +70.2% | +95.3% | -25.1% | +18.5% |
| 5Y | +23.7% | +108.1% | -84.5% | -21.1% |
| All | +23.7% | +106.6% | -82.9% | -21.1% |
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 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