+7.0%
ACN vs IP
-2.1%
+9.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.2% | -2.8% |
| 7D | -2.5% | -3.0% | +0.5% | -2.0% |
| 30D | +22.6% | +10.6% | +12.0% | +20.7% |
| 3M | +45.9% | -13.6% | +59.5% | +48.8% |
| 6M | +43.8% | +10.4% | +33.4% | +41.7% |
| YTD | -2.5% | -6.5% | +4.0% | -0.4% |
| All | +7.0% | -2.1% | +9.1% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling