-49.6%
ACM vs IFF
+33.4%
-83.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -4.6% | -3.2% | -1.4% | -4.3% |
| 30D | +4.1% | -0.3% | +4.4% | +4.1% |
| 3M | -8.3% | +8.4% | -16.7% | -8.8% |
| 6M | -30.1% | +23.0% | -53.1% | -30.4% |
| YTD | -32.6% | +25.5% | -58.1% | -34.7% |
| 1Y | -49.6% | +29.1% | -78.6% | -51.4% |
| All | -49.6% | +33.4% | -83.0% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling