+465.6%
IBN vs ACM
+233.3%
+232.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +15.1% | +5.4% | +9.7% | +12.1% |
| 30D | +21.6% | +15.1% | +6.5% | +13.5% |
| 3M | +11.2% | -10.5% | +21.7% | +15.8% |
| 6M | +27.8% | -19.7% | +47.5% | +39.1% |
| YTD | +14.7% | -28.8% | +43.5% | +30.9% |
| 1Y | +14.4% | -47.9% | +62.3% | +51.7% |
| 3Y | +52.1% | -12.4% | +64.5% | +48.9% |
| 5Y | +70.7% | +0.6% | +70.2% | +51.9% |
| 10Y | +385.5% | +161.3% | +224.3% | +126.9% |
| All | +465.6% | +233.3% | +232.3% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling