+83.6%
IYR vs ARMK
+131.4%
-47.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | +2.7% | -2.1% | -0.1% |
| 30D | +6.6% | -1.5% | +8.0% | +6.7% |
| 3M | -1.8% | -11.6% | +9.7% | +1.2% |
| 6M | +1.4% | +6.7% | -5.3% | -1.0% |
| YTD | +10.5% | +47.4% | -36.9% | -2.0% |
| 1Y | +10.6% | +41.5% | -30.9% | -0.8% |
| 3Y | +41.8% | +95.5% | -53.7% | +13.8% |
| 5Y | +6.0% | +108.4% | -102.3% | -17.7% |
| All | +83.6% | +131.4% | -47.8% | +35.5% |
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