+94.6%
IRM vs ACGL
+31.5%
+63.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +3.9% | +1.3% |
| 7D | -8.6% | +0.9% | -9.5% | -8.7% |
| 30D | -8.0% | +13.7% | -21.7% | -9.6% |
| 3M | -12.0% | +8.0% | -20.0% | -12.9% |
| 6M | -18.2% | +13.3% | -31.4% | -19.7% |
| YTD | +31.4% | +11.8% | +19.5% | +28.8% |
| 1Y | +9.2% | +22.2% | -13.1% | +5.1% |
| 3Y | +94.6% | +32.5% | +62.1% | +95.5% |
| All | +94.6% | +31.5% | +63.1% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling