+22.9%
IP vs ACGL
+276.1%
-253.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +3.0% |
| 7D | -5.3% | -0.7% | -4.5% | -5.0% |
| 30D | -10.9% | -1.0% | -9.9% | -10.5% |
| 3M | +11.2% | +11.0% | +0.1% | +5.5% |
| 6M | -10.2% | -0.3% | -9.9% | -10.5% |
| YTD | -2.0% | +2.3% | -4.3% | -3.8% |
| 1Y | -19.1% | +6.4% | -25.5% | -22.4% |
| 3Y | +20.9% | +34.0% | -13.1% | -1.7% |
| 5Y | -17.8% | +161.6% | -179.5% | -56.7% |
| All | +22.9% | +276.1% | -253.1% | -49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling