+40.0%
ICE vs EBAY
+55.0%
-15.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -5.3% | -0.8% | -4.6% | -5.2% |
| 30D | +3.0% | -0.6% | +3.6% | +3.1% |
| 3M | +11.4% | -1.0% | +12.4% | +11.4% |
| 6M | -2.0% | +16.3% | -18.3% | -6.7% |
| YTD | -3.1% | +21.7% | -24.8% | -9.0% |
| 1Y | -8.4% | +16.5% | -24.9% | -13.6% |
| 3Y | +40.7% | +154.2% | -113.4% | +1.2% |
| 5Y | +40.0% | +58.1% | -18.1% | +7.2% |
| All | +40.0% | +55.0% | -15.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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