+2,263.8%
ICE vs EBAY
+556.9%
+1,706.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.7% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +5.0% | -6.3% | +11.3% | +7.7% |
| 3M | +13.9% | -3.3% | +17.1% | +14.8% |
| 6M | -4.4% | +13.5% | -17.9% | -10.7% |
| YTD | -1.9% | +21.2% | -23.1% | -11.3% |
| 1Y | -8.1% | +13.9% | -22.0% | -15.6% |
| 3Y | +42.5% | +153.1% | -110.6% | -12.3% |
| 5Y | +40.6% | +54.5% | -13.8% | +4.5% |
| 10Y | +217.1% | +262.7% | -45.6% | +37.3% |
| All | +2,263.8% | +556.9% | +1,706.9% | +354.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling