+151.4%
ACN vs IP
+22.3%
+129.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.4% |
| 7D | -4.0% | -2.8% | -1.2% | -3.2% |
| 30D | +19.0% | +9.2% | +9.8% | +15.6% |
| 3M | +42.2% | -16.1% | +58.3% | +50.0% |
| 6M | +50.1% | +9.6% | +40.6% | +43.8% |
| YTD | -2.7% | -8.8% | +6.0% | -2.4% |
| 1Y | +7.6% | -5.5% | +13.1% | +6.5% |
| 3Y | -15.9% | +19.6% | -35.5% | -28.8% |
| 5Y | -24.4% | -13.5% | -10.9% | -27.7% |
| 10Y | +151.4% | +22.4% | +129.0% | +103.5% |
| All | +151.4% | +22.3% | +129.1% | +103.5% |
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