+4,762.4%
ACGL vs IFF
+264.7%
+4,497.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -1.4% | -5.7% | +4.4% | +0.3% |
| 30D | +12.4% | -2.7% | +15.1% | +13.1% |
| 3M | +11.1% | -2.3% | +13.4% | +11.6% |
| 6M | +16.3% | +6.0% | +10.3% | +13.6% |
| YTD | +13.8% | +24.6% | -10.8% | +5.0% |
| 1Y | +20.4% | +29.4% | -9.0% | +9.8% |
| 3Y | +33.6% | +23.1% | +10.5% | +20.7% |
| 5Y | +176.8% | -37.2% | +214.0% | +196.6% |
| 10Y | +324.6% | -10.8% | +335.4% | +299.8% |
| All | +4,762.4% | +264.7% | +4,497.7% | +3,040.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling