+314.4%
IBN vs ACM
+128.0%
+186.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -2.3% | -12.9% | +10.6% | +2.0% |
| 3M | +15.9% | -6.4% | +22.2% | +17.5% |
| 6M | +5.6% | -29.2% | +34.8% | +17.9% |
| YTD | -0.1% | -29.9% | +29.9% | +11.2% |
| 1Y | -6.5% | -47.3% | +40.7% | +14.8% |
| 3Y | +29.3% | -19.6% | +48.9% | +31.0% |
| 5Y | +56.6% | +5.5% | +51.0% | +39.3% |
| 10Y | +314.4% | +129.7% | +184.7% | +163.7% |
| All | +314.4% | +128.0% | +186.4% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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