+42.9%
IP vs ACI
+32.1%
+10.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -2.8% | -5.3% | +2.5% | -2.1% |
| 30D | +9.2% | +5.0% | +4.2% | +8.5% |
| 3M | -16.1% | +7.5% | -23.7% | -17.0% |
| 6M | +9.6% | -16.0% | +25.6% | +11.2% |
| YTD | -8.8% | -20.6% | +11.9% | -6.9% |
| 1Y | -5.5% | -23.5% | +18.0% | -3.1% |
| 3Y | +19.6% | -32.1% | +51.8% | +24.0% |
| 5Y | -13.5% | -42.5% | +29.0% | -9.8% |
| All | +42.9% | +32.1% | +10.7% | +36.9% |
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