+512.6%
IRM vs ACGL
+329.5%
+183.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -5.3% | -1.4% | -3.9% | -4.8% |
| 30D | -2.3% | +12.4% | -14.7% | -6.7% |
| 3M | -7.4% | +11.1% | -18.5% | -11.3% |
| 6M | -12.2% | +16.3% | -28.6% | -17.8% |
| YTD | +38.6% | +13.8% | +24.8% | +30.3% |
| 1Y | +14.9% | +20.4% | -5.5% | +5.5% |
| 3Y | +108.2% | +33.6% | +74.6% | +78.5% |
| 5Y | +183.8% | +176.8% | +7.0% | +70.6% |
| 10Y | +512.6% | +324.6% | +188.0% | +218.0% |
| All | +512.6% | +329.5% | +183.2% | +218.0% |
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