+23.9%
BABA vs ICE
+389.4%
-365.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +11.6% | +2.0% | +9.6% | +10.8% |
| 30D | +2.3% | +12.9% | -10.6% | -2.7% |
| 3M | -13.7% | +15.4% | -29.1% | -18.8% |
| 6M | -21.9% | +13.1% | -35.0% | -26.2% |
| YTD | -24.6% | +7.5% | -32.1% | -27.8% |
| 1Y | -34.1% | +18.3% | -52.4% | -39.5% |
| 3Y | +36.3% | +65.9% | -29.7% | +5.9% |
| 5Y | -26.7% | +35.2% | -61.9% | -38.7% |
| 10Y | +19.2% | +266.7% | -247.5% | -33.2% |
| All | +23.9% | +389.4% | -365.5% | -38.7% |
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