+34.3%
ACI vs IBN
+289.8%
-255.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -0.5% | +5.7% | -6.2% | -0.7% |
| 30D | +4.9% | +20.5% | -15.6% | +4.0% |
| 3M | +11.1% | +15.2% | -4.1% | +10.4% |
| 6M | -14.9% | +34.5% | -49.4% | -16.0% |
| YTD | -19.6% | +16.4% | -36.0% | -20.2% |
| 1Y | -22.7% | +13.5% | -36.3% | -23.1% |
| 3Y | -31.2% | +55.4% | -86.7% | -32.3% |
| 5Y | -42.3% | +73.1% | -115.4% | -43.2% |
| All | +34.3% | +289.8% | -255.5% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling