-0.8%
IP vs ACI
-23.4%
+22.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.9% |
| 7D | -5.1% | -2.2% | -2.8% | -4.9% |
| 30D | +8.5% | +10.3% | -1.8% | +8.4% |
| 3M | -13.8% | +7.2% | -21.0% | -13.9% |
| 6M | +5.7% | -18.0% | +23.7% | +5.9% |
| YTD | -9.1% | -22.0% | +12.9% | -10.7% |
| 1Y | -0.8% | -23.4% | +22.6% | -1.0% |
| All | -0.8% | -23.4% | +22.6% | -1.0% |
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