+33.3%
ACI vs IBN
+291.3%
-258.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | +2.3% | +1.9% | +0.4% | +2.2% |
| 30D | +1.2% | +22.1% | -20.9% | +0.3% |
| 3M | +6.8% | +17.1% | -10.3% | +6.0% |
| 6M | -18.7% | +35.5% | -54.3% | -19.8% |
| YTD | -20.2% | +16.8% | -37.0% | -20.8% |
| 1Y | -23.7% | +12.4% | -36.1% | -24.1% |
| 3Y | -31.6% | +58.0% | -89.7% | -32.7% |
| 5Y | -42.8% | +73.7% | -116.5% | -43.7% |
| All | +33.3% | +291.3% | -258.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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