-4.6%
IP vs ACI
-23.3%
+18.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.3% |
| 30D | +7.9% | +1.2% | +6.7% | +8.0% |
| 3M | -15.3% | +6.8% | -22.1% | -15.3% |
| 6M | +10.5% | -18.7% | +29.2% | +10.4% |
| YTD | -9.4% | -20.2% | +10.8% | -11.3% |
| 1Y | -4.6% | -23.7% | +19.1% | -3.8% |
| All | -4.6% | -23.3% | +18.7% | -3.8% |
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