+405.7%
IBN vs ACM
+230.8%
+174.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.4% | -3.7% | +5.2% | +3.3% |
| 30D | -0.3% | -11.1% | +10.8% | +4.5% |
| 3M | +17.1% | -8.0% | +25.1% | +20.2% |
| 6M | +3.4% | -29.7% | +33.1% | +20.3% |
| YTD | +2.5% | -29.4% | +31.9% | +17.8% |
| 1Y | -4.2% | -46.4% | +42.3% | +25.0% |
| 3Y | +32.4% | -22.3% | +54.7% | +38.1% |
| 5Y | +59.2% | +4.5% | +54.7% | +38.5% |
| 10Y | +345.7% | +127.6% | +218.0% | +125.4% |
| All | +405.7% | +230.8% | +174.9% | +64.5% |
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