+21.6%
ACI vs IFF
-19.6%
+41.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.3% |
| 7D | -3.7% | -3.2% | -0.6% | -3.4% |
| 30D | +0.6% | -0.3% | +0.9% | +0.6% |
| 3M | -20.3% | +8.4% | -28.8% | -21.1% |
| 6M | -24.7% | +23.0% | -47.7% | -26.6% |
| YTD | -27.2% | +25.5% | -52.7% | -29.2% |
| 1Y | -32.7% | +29.1% | -61.8% | -34.9% |
| 3Y | -43.9% | +31.7% | -75.6% | -46.2% |
| 5Y | -38.9% | -35.2% | -3.6% | -39.5% |
| All | +21.6% | -19.6% | +41.2% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling