+19.3%
ACI vs IFF
-18.9%
+38.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -5.0% | -3.0% | -2.0% | -4.7% |
| 30D | -2.3% | -0.9% | -1.4% | -2.2% |
| 3M | -23.2% | +11.8% | -35.0% | -24.1% |
| 6M | -29.5% | +16.5% | -46.0% | -30.9% |
| YTD | -28.6% | +26.5% | -55.1% | -30.6% |
| 1Y | -34.0% | +32.7% | -66.7% | -36.3% |
| 3Y | -45.0% | +32.0% | -77.0% | -47.2% |
| 5Y | -44.0% | -36.1% | -7.9% | -44.6% |
| All | +19.3% | -18.9% | +38.2% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling