+176.8%
ACGL vs IFF
-37.6%
+214.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.1% |
| 7D | -1.4% | -5.7% | +4.4% | -0.4% |
| 30D | +12.4% | -2.7% | +15.1% | +12.8% |
| 3M | +11.1% | -2.3% | +13.4% | +11.4% |
| 6M | +16.3% | +6.0% | +10.3% | +14.8% |
| YTD | +13.8% | +24.6% | -10.8% | +8.4% |
| 1Y | +20.4% | +29.4% | -9.0% | +13.8% |
| 3Y | +33.6% | +23.1% | +10.5% | +24.7% |
| 5Y | +176.8% | -37.2% | +214.0% | +208.6% |
| All | +176.8% | -37.6% | +214.4% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling