+481.1%
IRM vs ACGL
+332.3%
+148.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.8% |
| 7D | -3.8% | -1.1% | -2.7% | -3.4% |
| 30D | -3.2% | +13.1% | -16.3% | -7.8% |
| 3M | -7.8% | +9.8% | -17.6% | -11.3% |
| 6M | -12.7% | +15.3% | -28.0% | -18.0% |
| YTD | +36.7% | +12.7% | +24.0% | +29.0% |
| 1Y | +10.0% | +20.7% | -10.7% | +0.9% |
| 3Y | +107.2% | +34.3% | +72.9% | +77.2% |
| 5Y | +181.6% | +170.6% | +11.0% | +71.1% |
| 10Y | +481.1% | +330.6% | +150.6% | +214.1% |
| All | +481.1% | +332.3% | +148.8% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling