-16.9%
ACI vs IFF
+44.8%
-61.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +4.4% |
| 7D | +4.5% | -3.3% | +7.8% | +5.1% |
| 30D | +20.9% | +5.3% | +15.6% | +20.0% |
| 3M | +15.2% | +8.9% | +6.4% | +13.6% |
| 6M | -13.3% | +26.3% | -39.7% | -16.3% |
| YTD | -16.2% | +32.2% | -48.4% | -19.4% |
| 1Y | -16.9% | +45.8% | -62.6% | -21.5% |
| All | -16.9% | +44.8% | -61.7% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling