+10.6%
IYR vs ARMK
+41.8%
-31.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | +2.7% | -2.1% | +0.3% |
| 30D | +6.6% | -1.5% | +8.0% | +6.6% |
| 3M | -1.8% | -11.6% | +9.7% | -0.5% |
| 6M | +1.4% | +6.7% | -5.3% | +0.1% |
| YTD | +10.5% | +47.4% | -36.9% | +2.0% |
| 1Y | +10.6% | +41.5% | -30.9% | +2.8% |
| All | +10.6% | +41.8% | -31.2% | +2.8% |
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