+35.8%
ICE vs ACI
-41.7%
+77.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.5% |
| 7D | +2.0% | -2.2% | +4.2% | +2.4% |
| 30D | +12.9% | +10.3% | +2.6% | +11.1% |
| 3M | +15.4% | +7.2% | +8.2% | +14.0% |
| 6M | +13.1% | -18.0% | +31.1% | +15.8% |
| YTD | +7.5% | -22.0% | +29.4% | +10.6% |
| 1Y | +18.3% | -23.4% | +41.7% | +22.2% |
| 3Y | +65.9% | -35.8% | +101.7% | +75.8% |
| All | +35.8% | -41.7% | +77.5% | +42.3% |
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