+30.8%
IYR vs ARMK
+125.3%
-94.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -0.8% |
| 30D | -2.5% | +3.1% | -5.6% | -3.3% |
| 3M | +1.5% | +9.2% | -7.8% | -0.7% |
| 6M | +3.9% | +43.7% | -39.8% | -5.1% |
| YTD | +9.5% | +57.4% | -47.8% | -2.4% |
| 1Y | +7.5% | +51.9% | -44.4% | -3.6% |
| 3Y | +30.8% | +125.4% | -94.6% | +1.9% |
| All | +30.8% | +125.3% | -94.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling