+4,269.4%
ACGL vs IFF
+279.2%
+3,990.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.5% |
| 3M | +11.0% | +18.5% | -7.5% | +5.4% |
| 6M | -0.3% | +11.7% | -12.0% | -4.6% |
| YTD | +2.3% | +29.6% | -27.3% | -6.5% |
| 1Y | +6.4% | +35.0% | -28.6% | -4.2% |
| 3Y | +34.0% | +32.3% | +1.7% | +18.4% |
| 5Y | +161.6% | -34.6% | +196.2% | +176.9% |
| 10Y | +278.6% | -20.6% | +299.2% | +267.2% |
| All | +4,269.4% | +279.2% | +3,990.2% | +2,696.2% |
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