+129.1%
ACM vs IFF
-20.3%
+149.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -4.6% | -3.2% | -1.4% | -3.4% |
| 30D | +4.1% | -0.3% | +4.4% | +4.2% |
| 3M | -8.3% | +8.4% | -16.7% | -11.3% |
| 6M | -30.1% | +23.0% | -53.1% | -36.3% |
| YTD | -32.6% | +25.5% | -58.1% | -39.7% |
| 1Y | -49.6% | +29.1% | -78.6% | -55.6% |
| 3Y | -23.0% | +31.7% | -54.7% | -35.2% |
| 5Y | +2.0% | -35.2% | +37.2% | +14.2% |
| All | +129.1% | -20.3% | +149.3% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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