+325.3%
IR vs ACWI
+179.7%
+145.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -2.4% | +6.0% | +6.6% |
| 30D | +7.4% | -5.2% | +12.6% | +14.6% |
| 3M | -5.9% | -4.8% | -1.1% | -0.2% |
| 6M | +5.6% | -1.3% | +6.9% | +7.0% |
| YTD | +4.8% | +8.4% | -3.6% | -5.2% |
| 1Y | +6.9% | +11.0% | -4.1% | -6.1% |
| 3Y | +27.6% | +70.6% | -43.0% | -33.0% |
| 5Y | +45.8% | +55.3% | -9.5% | -13.4% |
| All | +325.3% | +179.7% | +145.5% | +29.2% |
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