+25.4%
IP vs ACGL
+351.1%
-325.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -5.0% | +6.4% | -11.3% | -7.7% |
| 30D | +6.5% | +16.6% | -10.1% | -0.9% |
| 3M | -18.0% | +11.6% | -29.6% | -22.3% |
| 6M | +10.3% | +17.5% | -7.1% | +1.7% |
| YTD | -9.9% | +15.3% | -25.2% | -16.5% |
| 1Y | -1.1% | +26.3% | -27.3% | -12.2% |
| 3Y | +13.0% | +35.9% | -22.9% | -7.6% |
| 5Y | -12.3% | +168.2% | -180.4% | -53.7% |
| All | +25.4% | +351.1% | -325.7% | -50.9% |
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