+4.8%
IYR vs ARMK
+148.1%
-143.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | -2.5% | +3.1% | -5.6% | -3.6% |
| 3M | +1.5% | +9.2% | -7.8% | -1.4% |
| 6M | +3.9% | +43.7% | -39.8% | -7.6% |
| YTD | +9.5% | +57.4% | -47.8% | -5.6% |
| 1Y | +7.5% | +51.9% | -44.4% | -6.5% |
| 3Y | +30.8% | +125.4% | -94.6% | -3.3% |
| 5Y | +4.8% | +149.1% | -144.3% | -27.1% |
| All | +4.8% | +148.1% | -143.3% | -27.1% |
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 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