+21.6%
ACI vs IRM
+510.9%
-489.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.5% |
| 30D | +0.6% | -7.4% | +8.0% | +2.0% |
| 3M | -20.3% | -7.4% | -13.0% | -19.5% |
| 6M | -24.7% | +8.7% | -33.3% | -26.9% |
| YTD | -27.2% | +40.9% | -68.2% | -33.8% |
| 1Y | -32.7% | +20.5% | -53.2% | -36.7% |
| 3Y | -43.9% | +101.7% | -145.6% | -56.9% |
| 5Y | -38.9% | +197.7% | -236.5% | -61.0% |
| All | +21.6% | +510.9% | -489.3% | -33.4% |
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