+193.5%
IRM vs ACGL
+161.8%
+31.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.1% |
| 7D | -0.5% | -0.7% | +0.3% | -0.3% |
| 30D | -8.1% | -1.0% | -7.1% | -7.9% |
| 3M | -9.7% | +11.0% | -20.7% | -12.6% |
| 6M | +10.0% | -0.3% | +10.3% | +9.6% |
| YTD | +43.0% | +2.3% | +40.7% | +41.1% |
| 1Y | +32.7% | +6.4% | +26.3% | +29.0% |
| 3Y | +102.7% | +34.0% | +68.8% | +79.0% |
| All | +193.5% | +161.8% | +31.7% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling