+101.0%
IP vs ACM
+233.2%
-132.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.9% |
| 7D | -5.0% | +5.1% | -10.0% | -7.3% |
| 30D | +6.5% | +11.5% | -5.0% | +0.9% |
| 3M | -18.0% | -10.5% | -7.6% | -14.3% |
| 6M | +10.3% | -20.4% | +30.7% | +21.3% |
| YTD | -9.9% | -28.9% | +19.0% | +3.6% |
| 1Y | -1.1% | -48.7% | +47.6% | +33.2% |
| 3Y | +13.0% | -12.5% | +25.5% | +14.2% |
| 5Y | -12.3% | +0.5% | -12.8% | -18.7% |
| 10Y | +26.8% | +161.2% | -134.3% | -32.4% |
| All | +101.0% | +233.2% | -132.2% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling