-39.8%
BABA vs ICE
+40.5%
-80.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -13.8% | +3.6% | -17.4% | -15.1% |
| 30D | -15.1% | +15.1% | -30.2% | -20.4% |
| 3M | -22.7% | +15.4% | -38.1% | -27.8% |
| 6M | -34.7% | +16.1% | -50.8% | -39.3% |
| YTD | -35.0% | +11.4% | -46.4% | -39.1% |
| 1Y | -40.4% | +18.5% | -58.9% | -46.1% |
| 3Y | +21.9% | +70.5% | -48.6% | -17.4% |
| All | -39.8% | +40.5% | -80.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling