+22.9%
IP vs ACM
+127.0%
-104.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | -5.3% | -3.7% | -1.5% | -3.5% |
| 30D | -10.9% | -11.1% | +0.3% | -6.4% |
| 3M | +11.2% | -8.0% | +19.2% | +14.7% |
| 6M | -10.2% | -29.7% | +19.4% | +4.8% |
| YTD | -2.0% | -29.4% | +27.4% | +12.9% |
| 1Y | -19.1% | -46.4% | +27.3% | +6.4% |
| 3Y | +20.9% | -22.3% | +43.2% | +28.8% |
| 5Y | -17.8% | +4.5% | -22.3% | -26.6% |
| All | +22.9% | +127.0% | -104.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling