+409.2%
IRM vs ACGL
+270.2%
+139.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.3% |
| 7D | -0.5% | -0.7% | +0.3% | -0.2% |
| 30D | -8.1% | -1.0% | -7.1% | -7.8% |
| 3M | -9.7% | +11.0% | -20.7% | -13.7% |
| 6M | +10.0% | -0.3% | +10.3% | +9.4% |
| YTD | +43.0% | +2.3% | +40.7% | +40.3% |
| 1Y | +32.7% | +6.4% | +26.3% | +27.6% |
| 3Y | +102.7% | +34.0% | +68.8% | +72.4% |
| 5Y | +187.6% | +161.6% | +25.9% | +75.8% |
| All | +409.2% | +270.2% | +139.0% | +157.2% |
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