-41.9%
ACN vs IAG
+797.8%
-839.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.1% |
| 7D | -4.8% | +4.3% | -9.1% | -4.8% |
| 30D | +1.9% | +9.8% | -7.9% | +1.9% |
| 3M | +3.9% | +28.9% | -25.0% | +4.0% |
| 6M | -15.0% | -7.6% | -7.4% | -14.7% |
| YTD | -31.9% | +22.0% | -53.9% | -32.0% |
| 1Y | -28.5% | +99.5% | -128.0% | -29.9% |
| 3Y | -41.9% | +818.3% | -860.2% | -47.0% |
| All | -41.9% | +797.8% | -839.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling