+145.9%
IYR vs ARMK
+350.8%
-204.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.2% | -2.4% | +1.2% | -0.6% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | +0.8% | +6.7% | -5.8% | -1.2% |
| 6M | +1.9% | +38.8% | -37.0% | -7.6% |
| YTD | +9.6% | +55.2% | -45.6% | -3.9% |
| 1Y | +8.1% | +46.6% | -38.5% | -3.8% |
| 3Y | +29.2% | +112.9% | -83.7% | +1.6% |
| 5Y | +4.3% | +144.0% | -139.7% | -22.3% |
| 10Y | +64.7% | +132.4% | -67.7% | +18.4% |
| All | +145.9% | +350.8% | -204.9% | +61.5% |
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