+21.9%
BABA vs ICE
+68.8%
-46.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.5% | -6.8% |
| 7D | -12.7% | +2.2% | -14.9% | -13.0% |
| 30D | -14.9% | +13.7% | -28.6% | -16.5% |
| 3M | -24.6% | +17.9% | -42.6% | -26.6% |
| 6M | -29.3% | +15.0% | -44.3% | -31.2% |
| YTD | -35.0% | +10.9% | -46.0% | -36.5% |
| 1Y | -39.7% | +17.0% | -56.7% | -41.7% |
| All | +21.9% | +68.8% | -46.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling