+2,464.1%
ACN vs IP
+136.3%
+2,327.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.3% |
| 7D | +8.6% | +3.4% | +5.2% | +7.4% |
| 30D | +36.6% | +11.2% | +25.3% | +32.0% |
| 3M | +56.3% | -14.8% | +71.1% | +64.1% |
| 6M | +49.7% | +17.3% | +32.4% | +40.3% |
| YTD | +1.3% | -6.2% | +7.5% | +0.8% |
| 1Y | +11.9% | +2.3% | +9.6% | +8.0% |
| 3Y | -10.6% | +17.7% | -28.3% | -21.5% |
| 5Y | -21.3% | -8.4% | -12.9% | -25.4% |
| 10Y | +166.2% | +32.1% | +134.2% | +112.2% |
| All | +2,464.1% | +136.3% | +2,327.8% | +1,324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling