+14.8%
IP vs ACI
-35.7%
+50.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | -5.1% | -2.2% | -2.8% | -4.8% |
| 30D | +8.5% | +10.3% | -1.8% | +7.3% |
| 3M | -13.8% | +7.2% | -21.0% | -14.6% |
| 6M | +5.7% | -18.0% | +23.7% | +7.9% |
| YTD | -9.1% | -22.0% | +12.9% | -6.9% |
| 1Y | -0.8% | -23.4% | +22.6% | +2.1% |
| 3Y | +14.8% | -35.8% | +50.6% | +22.2% |
| All | +14.8% | -35.7% | +50.5% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling