+53.5%
IP vs ACI
+25.9%
+27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -5.3% | +0.2% | -5.4% | -5.3% |
| 30D | -10.9% | +5.9% | -16.8% | -11.5% |
| 3M | +11.2% | -19.8% | +30.9% | +13.8% |
| 6M | -10.2% | -24.7% | +14.5% | -7.6% |
| YTD | -2.0% | -24.4% | +22.4% | +0.7% |
| 1Y | -19.1% | -31.5% | +12.4% | -15.7% |
| 3Y | +20.9% | -38.7% | +59.5% | +27.0% |
| 5Y | -17.8% | -42.8% | +25.0% | -14.2% |
| All | +53.5% | +25.9% | +27.6% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling