-25.8%
ACN vs IAG
+421.7%
-447.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | -3.8% | -7.7% | +3.8% | -3.6% |
| 30D | +16.5% | +1.6% | +14.9% | +16.3% |
| 3M | +41.5% | -2.4% | +43.9% | +41.3% |
| 6M | +60.1% | -7.8% | +67.9% | +60.1% |
| YTD | -3.9% | +5.0% | -9.0% | -5.2% |
| 1Y | +4.1% | +25.7% | -21.6% | +1.4% |
| 3Y | -15.9% | +694.5% | -710.4% | -31.2% |
| All | -25.8% | +421.7% | -447.5% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling