+365.4%
IBN vs ACM
+147.1%
+218.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.2% |
| 7D | +14.6% | +6.9% | +7.7% | +11.9% |
| 30D | +23.5% | +19.1% | +4.5% | +16.1% |
| 3M | +14.0% | -6.9% | +20.9% | +16.0% |
| 6M | +31.1% | -12.0% | +43.2% | +35.3% |
| YTD | +16.6% | -25.1% | +41.7% | +26.5% |
| 1Y | +14.9% | -45.4% | +60.3% | +39.9% |
| 3Y | +56.9% | -6.9% | +63.8% | +50.0% |
| 5Y | +69.7% | +3.7% | +65.9% | +52.5% |
| 10Y | +365.4% | +135.8% | +229.6% | +203.0% |
| All | +365.4% | +147.1% | +218.3% | +203.0% |
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