+69.2%
IYR vs ARMK
+134.7%
-65.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | +2.4% | -4.7% | -3.2% |
| 3M | -2.0% | +6.1% | -8.1% | -3.8% |
| 6M | +2.5% | +41.8% | -39.3% | -7.7% |
| YTD | +8.3% | +55.5% | -47.2% | -5.2% |
| 1Y | +6.5% | +49.6% | -43.1% | -5.9% |
| 3Y | +29.3% | +122.8% | -93.4% | +0.2% |
| 5Y | +5.7% | +151.0% | -145.3% | -22.1% |
| 10Y | +69.2% | +137.9% | -68.7% | +24.6% |
| All | +69.2% | +134.7% | -65.5% | +24.6% |
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