+71.0%
IOT vs ACGL
+162.2%
-91.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | -1.4% | 0.0% | -1.0% |
| 30D | +1.5% | +12.4% | -10.9% | -1.7% |
| 3M | +4.8% | +11.1% | -6.3% | +1.8% |
| 6M | +45.3% | +16.3% | +29.0% | +40.0% |
| YTD | +19.2% | +13.8% | +5.3% | +14.8% |
| 1Y | +6.1% | +20.4% | -14.4% | +0.6% |
| 3Y | +76.0% | +33.6% | +42.4% | +58.8% |
| All | +71.0% | +162.2% | -91.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling