+150.3%
IYR vs ARMK
+334.6%
-184.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.4% |
| 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% | -4.6% |
| YTD | +11.6% | +49.6% | -38.0% | -1.5% |
| 1Y | +10.5% | +46.4% | -35.9% | -1.9% |
| 3Y | +43.4% | +103.2% | -59.8% | +13.9% |
| 5Y | +6.8% | +108.1% | -101.3% | -17.0% |
| 10Y | +86.0% | +129.4% | -43.4% | +33.8% |
| All | +150.3% | +334.6% | -184.4% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling