-39.5%
ACN vs IP
+21.5%
-61.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.6% |
| 7D | -1.5% | -5.3% | +3.7% | -0.7% |
| 30D | +9.4% | -10.9% | +20.2% | +11.2% |
| 3M | +5.6% | +11.2% | -5.5% | +3.7% |
| 6M | -9.3% | -10.2% | +1.0% | -8.0% |
| YTD | -29.0% | -2.0% | -27.0% | -29.1% |
| 1Y | -24.7% | -19.1% | -5.6% | -22.8% |
| All | -39.5% | +21.5% | -61.0% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling