+217.8%
IWM vs ARMK
+350.8%
-133.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +1.6% | +6.7% | -5.0% | -1.0% |
| 6M | +13.6% | +38.8% | -25.3% | +0.2% |
| YTD | +20.8% | +55.2% | -34.4% | +2.1% |
| 1Y | +26.4% | +46.6% | -20.2% | +8.9% |
| 3Y | +60.7% | +112.9% | -52.2% | +19.1% |
| 5Y | +38.2% | +144.0% | -105.8% | -3.5% |
| 10Y | +169.5% | +132.4% | +37.1% | +84.4% |
| All | +217.8% | +350.8% | -133.0% | +90.2% |
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 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