+11.9%
IRM vs ACGL
+22.9%
-11.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | 0.0% |
| 7D | -5.1% | +1.3% | -6.3% | -5.0% |
| 30D | -3.3% | +14.2% | -17.5% | -2.1% |
| 3M | -8.2% | +11.1% | -19.2% | -7.2% |
| 6M | -12.8% | +16.4% | -29.1% | -11.4% |
| YTD | +36.6% | +13.8% | +22.8% | +38.4% |
| 1Y | +11.9% | +21.6% | -9.7% | +11.5% |
| All | +11.9% | +22.9% | -11.0% | +11.5% |
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