+44.8%
IP vs ACI
+34.0%
+10.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +9.4% | +9.5% | -0.2% | +8.1% |
| 3M | -14.1% | +10.1% | -24.1% | -15.2% |
| 6M | +9.2% | -15.4% | +24.6% | +10.7% |
| YTD | -7.5% | -19.5% | +12.0% | -5.8% |
| 1Y | -2.8% | -21.0% | +18.2% | -0.7% |
| 3Y | +21.2% | -31.2% | +52.4% | +25.5% |
| 5Y | -11.5% | -40.6% | +29.1% | -8.0% |
| All | +44.8% | +34.0% | +10.9% | +38.6% |
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