-24.7%
ACI vs IRM
+10.1%
-34.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | 0.0% |
| 7D | +0.2% | -0.5% | +0.6% | 0.0% |
| 30D | +5.9% | -8.1% | +14.0% | +4.2% |
| 3M | -19.8% | -9.7% | -10.1% | -21.2% |
| 6M | -24.7% | +10.0% | -34.7% | -24.4% |
| All | -24.7% | +10.1% | -34.8% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling