+67.5%
IBN vs ACM
-2.7%
+70.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +15.1% | +5.4% | +9.7% | +13.6% |
| 30D | +21.6% | +15.1% | +6.5% | +17.5% |
| 3M | +11.2% | -10.5% | +21.7% | +13.8% |
| 6M | +27.8% | -19.7% | +47.5% | +34.1% |
| YTD | +14.7% | -28.8% | +43.5% | +23.5% |
| 1Y | +14.4% | -47.9% | +62.3% | +34.7% |
| 3Y | +52.1% | -12.4% | +64.5% | +43.3% |
| All | +67.5% | -2.7% | +70.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling