+27.1%
BABA vs ICE
+44.6%
-17.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | -11.9% | +7.6% | -19.5% | -13.0% |
| 3M | -9.3% | +13.9% | -23.2% | -11.5% |
| 6M | -14.2% | -2.4% | -11.9% | -14.5% |
| YTD | -22.0% | +0.3% | -22.3% | -22.6% |
| 1Y | -12.7% | -6.4% | -6.3% | -12.1% |
| All | +27.1% | +44.6% | -17.5% | +21.6% |
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