+40.6%
ICE vs ACI
-44.9%
+85.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | +13.9% | -23.6% | +37.5% | +17.6% |
| 6M | -4.4% | -29.9% | +25.5% | -0.1% |
| YTD | -1.9% | -26.9% | +24.9% | +1.6% |
| 1Y | -8.1% | -34.2% | +26.1% | -3.4% |
| 3Y | +42.5% | -43.6% | +86.1% | +52.8% |
| 5Y | +40.6% | -42.4% | +83.0% | +48.6% |
| All | +40.6% | -44.9% | +85.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling