+222.9%
ICE vs ACWI
+226.7%
-3.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | +7.6% | +0.9% | +6.8% | +6.9% |
| 3M | +13.9% | +2.4% | +11.5% | +11.5% |
| 6M | -2.4% | +12.4% | -14.7% | -11.5% |
| YTD | +0.3% | +15.2% | -14.9% | -10.9% |
| 1Y | -6.4% | +22.7% | -29.1% | -21.1% |
| 3Y | +43.1% | +75.8% | -32.7% | -11.2% |
| 5Y | +42.1% | +67.7% | -25.6% | -8.8% |
| All | +222.9% | +226.7% | -3.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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