+309.6%
IVV vs ACGL
+332.3%
-22.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -3.3% | +13.1% | -16.4% | -7.6% |
| 3M | -2.4% | +9.8% | -12.2% | -5.8% |
| 6M | +2.6% | +15.3% | -12.7% | -3.2% |
| YTD | +11.3% | +12.7% | -1.4% | +5.3% |
| 1Y | +13.4% | +20.7% | -7.3% | +4.6% |
| 3Y | +80.3% | +34.3% | +46.0% | +55.2% |
| 5Y | +72.7% | +170.6% | -97.9% | +7.0% |
| 10Y | +309.6% | +330.6% | -20.9% | +108.9% |
| All | +309.6% | +332.3% | -22.7% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling