+147.9%
IP vs ACGL
+5,010.0%
-4,862.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.6% |
| 7D | +3.4% | +8.0% | -4.6% | +0.7% |
| 30D | +11.2% | +17.3% | -6.1% | +5.3% |
| 3M | -14.8% | +11.2% | -26.0% | -17.9% |
| 6M | +17.3% | +18.2% | -0.9% | +10.4% |
| YTD | -6.2% | +15.4% | -21.6% | -11.2% |
| 1Y | +2.3% | +26.5% | -24.2% | -6.2% |
| 3Y | +17.7% | +36.1% | -18.4% | +2.7% |
| 5Y | -8.4% | +175.9% | -184.4% | -39.0% |
| 10Y | +32.1% | +352.4% | -320.4% | -26.1% |
| All | +147.9% | +5,010.0% | -4,862.1% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling