+30.3%
ACGL vs IFF
+33.6%
-3.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | -2.8% | -0.3% | -2.5% | -2.8% |
| 3M | +6.8% | +18.6% | -11.8% | +4.6% |
| 6M | -1.5% | +17.4% | -18.9% | -3.8% |
| YTD | -0.2% | +28.5% | -28.7% | -3.7% |
| 1Y | +5.3% | +32.5% | -27.2% | +1.1% |
| 3Y | +30.3% | +34.1% | -3.8% | +24.1% |
| All | +30.3% | +33.6% | -3.3% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling