+9,922.0%
IRM vs ACGL
+5,005.8%
+4,916.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +8.6% | -1.2% | +9.8% | +8.9% |
| 30D | 0.0% | +12.8% | -12.8% | -3.1% |
| 3M | -7.1% | +12.3% | -19.4% | -10.0% |
| 6M | -7.9% | +15.8% | -23.7% | -11.7% |
| YTD | +41.3% | +13.9% | +27.4% | +35.7% |
| 1Y | +20.7% | +19.0% | +1.7% | +14.6% |
| 3Y | +112.2% | +33.7% | +78.5% | +93.0% |
| 5Y | +191.2% | +173.4% | +17.8% | +118.0% |
| 10Y | +524.3% | +324.9% | +199.5% | +314.2% |
| All | +9,922.0% | +5,005.8% | +4,916.2% | +4,931.0% |
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