+16.3%
BABA vs ICE
+401.0%
-384.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -3.0% |
| 7D | +2.4% | +3.2% | -0.8% | +1.1% |
| 30D | -7.8% | +12.9% | -20.7% | -12.3% |
| 3M | -22.4% | +17.5% | -39.9% | -27.5% |
| 6M | -26.0% | +14.0% | -40.0% | -30.3% |
| YTD | -29.3% | +10.0% | -39.3% | -32.9% |
| 1Y | -37.5% | +19.5% | -57.0% | -42.9% |
| 3Y | +31.9% | +66.8% | -34.9% | +2.4% |
| 5Y | -33.4% | +40.3% | -73.8% | -45.1% |
| 10Y | +15.7% | +249.7% | -234.0% | -34.1% |
| All | +16.3% | +401.0% | -384.7% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling