+272.2%
ACGL vs IBN
+321.6%
-49.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.7% | +1.4% | -2.2% | -1.2% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | +11.0% | +17.1% | -6.1% | +5.6% |
| 6M | -0.3% | +3.4% | -3.7% | -1.7% |
| YTD | +2.3% | +2.5% | -0.3% | +1.0% |
| 1Y | +6.4% | -4.2% | +10.5% | +7.1% |
| 3Y | +34.0% | +32.4% | +1.6% | +20.1% |
| 5Y | +161.6% | +59.2% | +102.5% | +117.7% |
| All | +272.2% | +321.6% | -49.4% | +139.1% |
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