+180.8%
IRM vs ACGL
+173.3%
+7.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +6.8% | +2.2% | +4.6% | +6.2% |
| 30D | +2.6% | +12.3% | -9.7% | -0.4% |
| 3M | -9.5% | +11.8% | -21.3% | -12.1% |
| 6M | -8.5% | +17.5% | -25.9% | -12.6% |
| YTD | +40.3% | +14.3% | +26.0% | +34.6% |
| 1Y | +28.7% | +18.2% | +10.5% | +22.2% |
| 3Y | +111.8% | +33.2% | +78.7% | +91.2% |
| All | +180.8% | +173.3% | +7.5% | +79.7% |
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