+79.2%
IOT vs ACGL
+33.2%
+46.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | -1.4% | 0.0% | -1.1% |
| 30D | +1.5% | +12.4% | -10.9% | -0.2% |
| 3M | +4.8% | +11.1% | -6.3% | +3.2% |
| 6M | +45.3% | +16.3% | +29.0% | +43.2% |
| YTD | +19.2% | +13.8% | +5.3% | +17.3% |
| 1Y | +6.1% | +20.4% | -14.4% | +3.8% |
| All | +79.2% | +33.2% | +46.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 3y: compounded portfolio wealth divided by compounded ACGL 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…
3y analysis · Full analysis span regression · 6 months rolling