+15.8%
BABA vs IAG
+326.7%
-310.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.8% | -9.5% | -4.3% |
| 7D | +3.8% | +24.0% | -20.2% | +1.6% |
| 30D | -5.4% | +5.5% | -10.9% | -6.0% |
| 3M | -17.9% | +8.3% | -26.2% | -18.9% |
| 6M | -24.1% | +6.1% | -30.2% | -25.1% |
| YTD | -27.4% | +20.3% | -47.8% | -29.8% |
| 1Y | -36.1% | +56.5% | -92.5% | -39.7% |
| 3Y | +35.4% | +762.6% | -727.3% | +6.4% |
| 5Y | -30.1% | +546.3% | -576.3% | -45.8% |
| 10Y | +15.8% | +356.1% | -340.3% | -10.4% |
| All | +15.8% | +326.7% | -310.8% | -10.4% |
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