+2.3%
IP vs ACI
-18.4%
+20.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.5% |
| 7D | +3.4% | +4.5% | -1.1% | +3.4% |
| 30D | +11.2% | +20.9% | -9.6% | +10.9% |
| 3M | -14.8% | +15.2% | -30.0% | -14.9% |
| 6M | +17.3% | -13.3% | +30.6% | +17.4% |
| YTD | -6.2% | -16.2% | +10.0% | -7.9% |
| 1Y | +2.3% | -16.9% | +19.2% | +0.4% |
| All | +2.3% | -18.4% | +20.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling