+16.0%
BABA vs IAG
+370.6%
-354.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | -3.6% | +3.4% | -7.0% | -4.0% |
| 30D | -8.4% | -2.7% | -5.7% | -8.3% |
| 3M | -20.6% | -0.5% | -20.1% | -20.9% |
| 6M | -25.4% | -4.8% | -20.5% | -25.6% |
| YTD | -30.1% | +9.6% | -39.7% | -31.7% |
| 1Y | -36.3% | +32.2% | -68.5% | -38.9% |
| 3Y | +30.4% | +692.5% | -662.2% | +3.5% |
| 5Y | -35.7% | +447.6% | -483.3% | -49.5% |
| 10Y | +16.0% | +403.3% | -387.3% | -9.3% |
| All | +16.0% | +370.6% | -354.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling