+32.6%
ACI vs IRM
+500.9%
-468.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -5.3% | -5.3% | -0.1% | -4.5% |
| 30D | +5.0% | -2.3% | +7.4% | +5.3% |
| 3M | +7.5% | -7.4% | +14.9% | +8.7% |
| 6M | -16.0% | -12.2% | -3.8% | -14.5% |
| YTD | -20.6% | +38.6% | -59.3% | -27.9% |
| 1Y | -23.5% | +14.9% | -38.4% | -27.4% |
| 3Y | -32.1% | +108.2% | -140.3% | -48.7% |
| 5Y | -42.5% | +183.8% | -226.3% | -62.8% |
| All | +32.6% | +500.9% | -468.3% | -27.4% |
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