+6.5%
IYR vs ARMK
+48.9%
-42.4%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -2.4% | +2.4% | -4.7% | -2.7% |
| 3M | -2.0% | +6.1% | -8.1% | -3.0% |
| 6M | +2.5% | +41.8% | -39.3% | -4.2% |
| YTD | +8.3% | +55.5% | -47.2% | -1.0% |
| 1Y | +6.5% | +49.6% | -43.1% | -2.1% |
| All | +6.5% | +48.9% | -42.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling