+33.3%
ACI vs IRM
+508.0%
-474.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | +2.3% | +6.8% | -4.5% | +1.0% |
| 30D | +1.2% | +2.6% | -1.4% | +0.6% |
| 3M | +6.8% | -9.5% | +16.3% | +8.4% |
| 6M | -18.7% | -8.5% | -10.2% | -18.0% |
| YTD | -20.2% | +40.3% | -60.5% | -27.6% |
| 1Y | -23.7% | +28.7% | -52.4% | -29.4% |
| 3Y | -31.6% | +111.8% | -143.5% | -48.5% |
| 5Y | -42.8% | +189.1% | -231.9% | -63.1% |
| All | +33.3% | +508.0% | -474.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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