+700.6%
IYR vs ACGL
+6,194.8%
-5,494.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -2.9% | -1.0% | -1.9% | -2.5% |
| 3M | +0.8% | +11.0% | -10.2% | -4.0% |
| 6M | +1.9% | -0.3% | +2.2% | +1.6% |
| YTD | +9.6% | +2.3% | +7.4% | +7.8% |
| 1Y | +8.1% | +6.4% | +1.7% | +4.0% |
| 3Y | +29.2% | +34.0% | -4.8% | +8.5% |
| 5Y | +4.3% | +161.6% | -157.4% | -38.3% |
| 10Y | +64.7% | +278.6% | -213.9% | -22.6% |
| All | +700.6% | +6,194.8% | -5,494.3% | +100.4% |
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 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