+17.3%
IP vs ACI
-14.7%
+32.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.6% |
| 7D | +3.4% | +4.5% | -1.1% | +3.5% |
| 30D | +11.2% | +20.9% | -9.6% | +11.5% |
| 3M | -14.8% | +15.2% | -30.0% | -14.5% |
| 6M | +17.3% | -13.3% | +30.6% | +13.9% |
| All | +17.3% | -14.7% | +32.0% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling