+156.3%
ACN vs IP
+31.6%
+124.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.2% | -3.3% |
| 7D | -2.5% | -3.0% | +0.5% | -1.6% |
| 30D | +22.6% | +10.6% | +12.0% | +18.6% |
| 3M | +45.9% | -13.6% | +59.5% | +52.4% |
| 6M | +43.8% | +10.4% | +33.4% | +37.5% |
| YTD | -2.5% | -6.5% | +4.0% | -2.9% |
| 1Y | +6.5% | -2.1% | +8.6% | +4.2% |
| 3Y | -14.2% | +22.0% | -36.2% | -27.8% |
| 5Y | -24.4% | -9.7% | -14.7% | -28.9% |
| 10Y | +156.3% | +26.8% | +129.5% | +100.2% |
| All | +156.3% | +31.6% | +124.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling