-16.1%
IP vs ACM
+5.0%
-21.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | -3.7% | -1.5% | -3.8% |
| 30D | -10.9% | -11.1% | +0.3% | -7.1% |
| 3M | +11.2% | -8.0% | +19.2% | +14.1% |
| 6M | -10.2% | -29.7% | +19.4% | +2.2% |
| YTD | -2.0% | -29.4% | +27.4% | +10.3% |
| 1Y | -19.1% | -46.4% | +27.3% | +2.5% |
| 3Y | +20.9% | -22.3% | +43.2% | +25.8% |
| All | -16.1% | +5.0% | -21.1% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling