+18.7%
IRM vs ACGL
+28.7%
-10.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.9% |
| 7D | +2.6% | +8.0% | -5.4% | +3.2% |
| 30D | +5.6% | +17.3% | -11.7% | +6.9% |
| 3M | -4.7% | +11.2% | -15.9% | -3.8% |
| 6M | -6.1% | +18.2% | -24.3% | -4.8% |
| YTD | +46.3% | +15.4% | +30.9% | +47.8% |
| 1Y | +18.7% | +26.5% | -7.8% | +12.8% |
| All | +18.7% | +28.7% | -10.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling