-40.6%
ACN vs IP
-17.2%
-23.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.8% |
| 7D | -1.5% | -5.3% | +3.7% | -0.3% |
| 30D | +9.4% | -10.9% | +20.2% | +12.3% |
| 3M | +5.6% | +11.2% | -5.5% | +2.3% |
| 6M | -9.3% | -10.2% | +1.0% | -7.6% |
| YTD | -29.0% | -2.0% | -27.0% | -29.6% |
| 1Y | -24.7% | -19.1% | -5.6% | -21.6% |
| 3Y | -39.8% | +20.9% | -60.7% | -48.2% |
| All | -40.6% | -17.2% | -23.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling