+173.4%
ACGL vs IBN
+72.7%
+100.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -1.2% | +5.7% | -6.9% | -2.9% |
| 30D | +12.8% | +20.5% | -7.7% | +6.7% |
| 3M | +12.3% | +15.2% | -3.0% | +7.5% |
| 6M | +15.8% | +34.5% | -18.7% | +5.9% |
| YTD | +13.9% | +16.4% | -2.5% | +8.4% |
| 1Y | +19.0% | +13.5% | +5.5% | +14.1% |
| 3Y | +33.7% | +55.4% | -21.8% | +14.3% |
| 5Y | +173.4% | +73.1% | +100.3% | +119.2% |
| All | +173.4% | +72.7% | +100.7% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling