+541.7%
IBB vs ACGL
+5,890.3%
-5,348.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | +1.4% | -0.7% | +2.2% | +1.6% |
| 30D | +10.5% | -1.0% | +11.5% | +10.8% |
| 3M | +23.6% | +11.0% | +12.6% | +19.4% |
| 6M | +22.6% | -0.3% | +23.0% | +22.3% |
| YTD | +25.7% | +2.3% | +23.4% | +24.1% |
| 1Y | +51.4% | +6.4% | +45.0% | +47.3% |
| 3Y | +64.4% | +34.0% | +30.4% | +46.1% |
| 5Y | +22.1% | +161.6% | -139.5% | -13.9% |
| 10Y | +132.5% | +278.6% | -146.1% | +37.9% |
| All | +541.7% | +5,890.3% | -5,348.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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