+89.1%
IYR vs ARMK
+125.8%
-36.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +2.1% | -0.7% | +2.8% | +2.2% |
| 30D | +7.2% | -1.3% | +8.5% | +7.3% |
| 3M | +0.4% | -2.5% | +2.9% | +0.6% |
| 6M | +1.4% | +20.8% | -19.4% | -4.6% |
| YTD | +11.3% | +48.2% | -36.8% | -1.4% |
| 1Y | +10.5% | +45.7% | -35.3% | -1.8% |
| 3Y | +41.7% | +96.6% | -54.9% | +13.5% |
| 5Y | +7.1% | +106.6% | -99.5% | -16.7% |
| 10Y | +89.1% | +132.6% | -43.5% | +39.3% |
| All | +89.1% | +125.8% | -36.7% | +39.3% |
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