+28.2%
BABA vs ICE
+356.6%
-328.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | -4.8% | -0.7% | -4.1% | -4.6% |
| 30D | -11.9% | +7.6% | -19.5% | -14.6% |
| 3M | -9.3% | +13.9% | -23.2% | -14.2% |
| 6M | -14.2% | -2.4% | -11.9% | -14.1% |
| YTD | -22.0% | +0.3% | -22.3% | -23.1% |
| 1Y | -12.7% | -6.4% | -6.3% | -11.5% |
| 3Y | +26.7% | +43.1% | -16.5% | +4.9% |
| 5Y | -29.3% | +42.1% | -71.5% | -41.8% |
| 10Y | +21.2% | +220.9% | -199.7% | -28.4% |
| All | +28.2% | +356.6% | -328.4% | -34.6% |
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 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