+40.4%
ICE vs ACWI
+60.2%
-19.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +2.2% | +2.7% | -0.5% | +0.5% |
| 30D | +13.7% | -2.6% | +16.3% | +15.4% |
| 3M | +17.9% | -3.2% | +21.1% | +20.0% |
| 6M | +15.0% | +1.9% | +13.1% | +12.7% |
| YTD | +10.9% | +11.3% | -0.4% | +1.9% |
| 1Y | +17.0% | +11.7% | +5.3% | +7.2% |
| 3Y | +68.2% | +74.4% | -6.2% | +7.5% |
| 5Y | +40.4% | +59.5% | -19.1% | -5.0% |
| All | +40.4% | +60.2% | -19.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling