+323.5%
ACGL vs IFF
-13.3%
+336.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.9% |
| 7D | -1.2% | -6.9% | +5.7% | +1.0% |
| 30D | +12.8% | -8.9% | +21.7% | +15.9% |
| 3M | +12.3% | -3.7% | +16.0% | +13.3% |
| 6M | +15.8% | +3.5% | +12.4% | +13.6% |
| YTD | +13.9% | +21.2% | -7.3% | +4.8% |
| 1Y | +19.0% | +25.6% | -6.6% | +8.0% |
| 3Y | +33.7% | +19.7% | +13.9% | +19.0% |
| 5Y | +173.4% | -39.8% | +213.2% | +210.2% |
| All | +323.5% | -13.3% | +336.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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