+1,697.2%
ACN vs IRM
+2,444.5%
-747.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.8% |
| 7D | -1.5% | -0.5% | -1.1% | -1.4% |
| 30D | +9.4% | -8.1% | +17.4% | +12.1% |
| 3M | +5.6% | -9.7% | +15.3% | +8.2% |
| 6M | -9.3% | +10.0% | -19.2% | -13.7% |
| YTD | -29.0% | +43.0% | -72.0% | -38.6% |
| 1Y | -24.7% | +32.7% | -57.3% | -33.7% |
| 3Y | -39.8% | +102.7% | -142.5% | -55.7% |
| 5Y | -40.9% | +187.6% | -228.5% | -61.9% |
| 10Y | +91.1% | +420.1% | -329.0% | -4.5% |
| All | +1,697.2% | +2,444.5% | -747.3% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling