+6.8%
IYR vs ARMK
+107.5%
-100.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.3% |
| 7D | +2.3% | +0.9% | +1.3% | +1.9% |
| 30D | +7.4% | -0.4% | +7.7% | +7.2% |
| 3M | -0.7% | -2.0% | +1.3% | -0.6% |
| 6M | +1.6% | +22.0% | -20.3% | -5.3% |
| YTD | +11.6% | +49.6% | -38.0% | -3.0% |
| 1Y | +10.5% | +46.4% | -35.9% | -3.3% |
| 3Y | +43.4% | +103.2% | -59.8% | +8.5% |
| 5Y | +6.8% | +108.1% | -101.3% | -21.9% |
| All | +6.8% | +107.5% | -100.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling