-40.8%
ACI vs IRM
+186.9%
-227.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | -7.1% | -1.8% | -5.3% | -6.8% |
| 30D | -4.5% | -7.8% | +3.3% | -3.5% |
| 3M | -22.3% | -7.9% | -14.4% | -21.6% |
| 6M | -28.4% | +6.3% | -34.8% | -29.9% |
| YTD | -29.5% | +38.2% | -67.7% | -34.3% |
| 1Y | -34.2% | +19.8% | -54.1% | -37.3% |
| 3Y | -45.7% | +98.8% | -144.4% | -56.3% |
| 5Y | -40.8% | +191.8% | -232.6% | -60.6% |
| All | -40.8% | +186.9% | -227.7% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling