-42.6%
ACI vs IBN
+56.7%
-99.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -3.1% |
| 7D | -2.6% | -2.2% | -0.4% | -2.4% |
| 30D | +1.1% | -2.3% | +3.4% | +1.2% |
| 3M | -23.6% | +15.9% | -39.5% | -24.3% |
| 6M | -29.9% | +5.6% | -35.5% | -30.1% |
| YTD | -26.9% | -0.1% | -26.8% | -26.8% |
| 1Y | -34.2% | -6.5% | -27.7% | -33.9% |
| 3Y | -43.6% | +29.3% | -72.9% | -44.4% |
| All | -42.6% | +56.7% | -99.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling