+331.1%
ACGL vs IBN
+367.6%
-36.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -4.3% |
| 7D | +0.9% | +15.1% | -14.2% | -3.7% |
| 30D | +13.7% | +21.6% | -7.9% | +6.7% |
| 3M | +8.0% | +11.2% | -3.1% | +4.2% |
| 6M | +13.3% | +27.8% | -14.5% | +4.4% |
| YTD | +11.8% | +14.7% | -2.8% | +6.4% |
| 1Y | +22.2% | +14.4% | +7.8% | +16.3% |
| 3Y | +32.5% | +52.1% | -19.6% | +13.3% |
| 5Y | +160.2% | +70.7% | +89.5% | +111.2% |
| All | +331.1% | +367.6% | -36.5% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling