+74.8%
IVV vs ACGL
+35.5%
+39.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -4.8% | +6.4% | -11.1% | -5.4% |
| 30D | -5.9% | +16.6% | -22.5% | -7.5% |
| 3M | -4.5% | +11.6% | -16.1% | -5.7% |
| 6M | +1.8% | +17.5% | -15.6% | -0.2% |
| YTD | +8.4% | +15.3% | -6.9% | +6.3% |
| 1Y | +9.4% | +26.3% | -16.9% | +5.5% |
| All | +74.8% | +35.5% | +39.3% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling