+32.6%
ACGL vs IBN
+58.3%
-25.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.4% | +11.1% | -12.5% | -3.7% |
| 30D | +12.4% | +23.9% | -11.5% | +7.1% |
| 3M | +11.1% | +16.3% | -5.2% | +7.3% |
| 6M | +16.3% | +34.2% | -17.9% | +8.9% |
| YTD | +13.8% | +17.6% | -3.7% | +9.4% |
| 1Y | +20.4% | +13.8% | +6.6% | +16.5% |
| All | +32.6% | +58.3% | -25.7% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling