+103.8%
IRM vs ACGL
+34.2%
+69.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.9% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | -8.1% | -1.0% | -7.1% | -8.0% |
| 3M | -9.7% | +11.0% | -20.7% | -11.6% |
| 6M | +10.0% | -0.3% | +10.3% | +9.8% |
| YTD | +43.0% | +2.3% | +40.7% | +41.8% |
| 1Y | +32.7% | +6.4% | +26.3% | +30.2% |
| All | +103.8% | +34.2% | +69.5% | +85.9% |
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