+630.9%
ICE vs ACWI
+356.8%
+274.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.7% | +0.5% | -1.2% | -1.1% |
| 30D | +7.6% | +0.9% | +6.8% | +6.6% |
| 3M | +13.9% | +2.4% | +11.5% | +10.5% |
| 6M | -2.4% | +12.4% | -14.7% | -14.8% |
| YTD | +0.3% | +15.2% | -14.9% | -14.9% |
| 1Y | -6.4% | +22.7% | -29.1% | -26.0% |
| 3Y | +43.1% | +75.8% | -32.7% | -25.0% |
| 5Y | +42.1% | +67.7% | -25.6% | -22.6% |
| 10Y | +220.9% | +229.0% | -8.1% | -24.0% |
| All | +630.9% | +356.8% | +274.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling