+46.9%
IP vs ACI
+39.5%
+7.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.6% |
| 3M | -14.8% | +15.2% | -30.0% | -16.4% |
| 6M | +17.3% | -13.3% | +30.6% | +18.7% |
| YTD | -6.2% | -16.2% | +10.0% | -4.9% |
| 1Y | +2.3% | -16.9% | +19.2% | +3.9% |
| 3Y | +17.7% | -30.8% | +48.5% | +21.7% |
| 5Y | -8.4% | -39.4% | +31.0% | -5.1% |
| All | +46.9% | +39.5% | +7.4% | +39.9% |
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 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