+4.2%
ACN vs IRE
-97.5%
+101.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.1% | -14.0% | -1.3% |
| 7D | -4.0% | -15.1% | +11.1% | -4.0% |
| 30D | +19.0% | -71.4% | +90.4% | +14.5% |
| 3M | +42.2% | -81.2% | +123.4% | +35.5% |
| 6M | +50.1% | -93.7% | +143.9% | +42.9% |
| YTD | -2.7% | -92.2% | +89.5% | -5.8% |
| 1Y | +7.6% | -97.3% | +104.8% | +4.9% |
| All | +4.2% | -97.5% | +101.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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