+34.4%
ACI vs IRM
+492.1%
-457.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.2% |
| 7D | -0.6% | -5.1% | +4.5% | +0.3% |
| 30D | +9.5% | -3.3% | +12.8% | +10.0% |
| 3M | +10.1% | -8.2% | +18.2% | +11.4% |
| 6M | -15.4% | -12.8% | -2.6% | -13.8% |
| YTD | -19.5% | +36.6% | -56.2% | -26.7% |
| 1Y | -21.0% | +11.9% | -32.9% | -24.5% |
| 3Y | -31.2% | +105.1% | -136.3% | -47.8% |
| 5Y | -40.6% | +182.4% | -223.0% | -61.6% |
| All | +34.4% | +492.1% | -457.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling