+41.9%
IP vs ACI
+32.8%
+9.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.6% |
| 30D | +7.9% | +1.2% | +6.7% | +7.7% |
| 3M | -15.3% | +6.8% | -22.1% | -16.1% |
| 6M | +10.5% | -18.7% | +29.2% | +12.7% |
| YTD | -9.4% | -20.2% | +10.8% | -7.6% |
| 1Y | -4.6% | -23.7% | +19.1% | -2.1% |
| 3Y | +21.2% | -31.6% | +52.9% | +25.6% |
| 5Y | -13.3% | -42.8% | +29.5% | -9.6% |
| All | +41.9% | +32.8% | +9.1% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling