+1,592.1%
ACN vs IFF
+432.2%
+1,159.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -6.3% | -3.0% | -3.3% | -5.2% |
| 30D | -1.4% | -0.9% | -0.5% | -1.0% |
| 3M | +2.6% | +11.8% | -9.3% | -2.1% |
| 6M | -14.3% | +16.5% | -30.8% | -20.9% |
| YTD | -33.1% | +26.5% | -59.6% | -40.5% |
| 1Y | -28.8% | +32.7% | -61.5% | -38.1% |
| 3Y | -43.0% | +32.0% | -75.0% | -51.7% |
| 5Y | -44.0% | -36.1% | -7.9% | -38.0% |
| 10Y | +88.5% | -20.1% | +108.6% | +78.7% |
| All | +1,592.1% | +432.2% | +1,159.9% | +640.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling