+10,042.6%
IRM vs ACGL
+4,485.1%
+5,557.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 6M | +10.0% | -0.3% | +10.3% | +9.6% |
| YTD | +43.0% | +2.3% | +40.7% | +41.3% |
| 1Y | +32.7% | +6.4% | +26.3% | +29.5% |
| 3Y | +102.7% | +34.0% | +68.8% | +84.3% |
| 5Y | +187.6% | +161.6% | +25.9% | +118.0% |
| 10Y | +420.1% | +278.6% | +141.5% | +255.8% |
| All | +10,042.6% | +4,485.1% | +5,557.5% | +5,141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling