+475.0%
IBN vs ACM
+250.7%
+224.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.9% |
| 7D | +14.6% | +6.9% | +7.7% | +10.8% |
| 30D | +23.5% | +19.1% | +4.5% | +13.3% |
| 3M | +14.0% | -6.9% | +20.9% | +16.5% |
| 6M | +31.1% | -12.0% | +43.2% | +36.4% |
| YTD | +16.6% | -25.1% | +41.7% | +29.7% |
| 1Y | +14.9% | -45.4% | +60.3% | +48.9% |
| 3Y | +56.9% | -6.9% | +63.8% | +48.9% |
| 5Y | +69.7% | +3.7% | +65.9% | +48.7% |
| 10Y | +365.4% | +135.8% | +229.6% | +132.6% |
| All | +475.0% | +250.7% | +224.3% | +81.2% |
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