+88.5%
ACN vs IRM
+418.7%
-330.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.3% | +3.0% | -9.4% | -7.2% |
| 30D | -1.4% | -5.2% | +3.8% | 0.0% |
| 3M | +2.6% | -8.0% | +10.6% | +4.3% |
| 6M | -14.3% | +9.2% | -23.5% | -18.3% |
| YTD | -33.1% | +41.0% | -74.1% | -42.2% |
| 1Y | -28.8% | +23.3% | -52.0% | -35.8% |
| 3Y | -43.0% | +102.8% | -145.8% | -59.2% |
| 5Y | -44.0% | +192.8% | -236.8% | -65.6% |
| 10Y | +88.5% | +439.6% | -351.1% | -9.5% |
| All | +88.5% | +418.7% | -330.2% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling