-25.3%
ACN vs IRM
+20.9%
-46.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.0% |
| 7D | -7.9% | -1.8% | -6.1% | -8.1% |
| 30D | -1.1% | -7.8% | +6.7% | -2.1% |
| 3M | +5.6% | -7.9% | +13.5% | +4.4% |
| 6M | -9.9% | +6.3% | -16.3% | -11.7% |
| YTD | -32.3% | +38.2% | -70.5% | -35.5% |
| 1Y | -25.3% | +19.8% | -45.1% | -28.4% |
| All | -25.3% | +20.9% | -46.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRM 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling