-14.2%
ACN vs IRM
+104.5%
-118.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.4% | -2.6% |
| 7D | -2.5% | -3.8% | +1.2% | -2.3% |
| 30D | +22.6% | -3.2% | +25.8% | +22.8% |
| 3M | +45.9% | -7.8% | +53.7% | +46.5% |
| 6M | +43.8% | -12.7% | +56.5% | +45.0% |
| YTD | -2.5% | +36.7% | -39.2% | -10.8% |
| 1Y | +6.5% | +10.0% | -3.6% | +2.0% |
| 3Y | -14.2% | +107.2% | -121.4% | -36.4% |
| All | -14.2% | +104.5% | -118.6% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling