+0.9%
ACM vs IFF
-36.2%
+37.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.9% | -2.8% | -3.1% | -5.2% |
| 30D | -6.2% | -1.1% | -5.1% | -5.9% |
| 3M | -7.9% | +13.8% | -21.7% | -11.1% |
| 6M | -30.6% | +16.7% | -47.3% | -34.0% |
| YTD | -33.3% | +26.1% | -59.4% | -38.4% |
| 1Y | -49.2% | +33.5% | -82.7% | -54.0% |
| 3Y | -23.5% | +31.6% | -55.0% | -32.5% |
| 5Y | +0.9% | -34.9% | +35.8% | +15.0% |
| All | +0.9% | -36.2% | +37.2% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling