+46.8%
IR vs ACWI
+60.2%
-13.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.0% |
| 7D | +4.3% | +2.7% | +1.6% | +0.9% |
| 30D | +8.1% | -2.6% | +10.7% | +11.6% |
| 3M | +0.7% | -3.2% | +3.9% | +4.7% |
| 6M | +16.6% | +1.9% | +14.7% | +13.5% |
| YTD | +7.8% | +11.3% | -3.6% | -6.2% |
| 1Y | +9.9% | +11.7% | -1.7% | -4.6% |
| 3Y | +25.2% | +74.4% | -49.2% | -37.2% |
| 5Y | +46.8% | +59.5% | -12.7% | -17.3% |
| All | +46.8% | +60.2% | -13.4% | -17.3% |
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