-8.7%
IP vs ACI
-39.5%
+30.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.1% |
| 7D | +3.4% | +4.5% | -1.1% | +2.8% |
| 30D | +11.2% | +20.9% | -9.6% | +8.3% |
| 3M | -14.8% | +15.2% | -30.0% | -16.5% |
| 6M | +17.3% | -13.3% | +30.6% | +19.0% |
| YTD | -6.2% | -16.2% | +10.0% | -4.6% |
| 1Y | +2.3% | -16.9% | +19.2% | +4.2% |
| 3Y | +17.7% | -30.8% | +48.5% | +22.6% |
| All | -8.7% | -39.5% | +30.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling