+7.0%
ACN vs IRE
-97.2%
+104.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.3% | +0.2% |
| 7D | +0.9% | -27.2% | +28.0% | +0.4% |
| 30D | +33.5% | -75.1% | +108.7% | +27.7% |
| 3M | +53.5% | -77.9% | +131.3% | +47.2% |
| 6M | +52.2% | -94.6% | +146.8% | +44.8% |
| YTD | -0.1% | -91.5% | +91.4% | -3.0% |
| 1Y | +11.0% | -97.8% | +108.9% | +9.2% |
| All | +7.0% | -97.2% | +104.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling