+17.1%
BABA vs IAG
+365.5%
-348.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +0.6% |
| 7D | +11.6% | +21.4% | -9.8% | +9.5% |
| 30D | +2.3% | +4.0% | -1.8% | +1.8% |
| 3M | -13.7% | +17.0% | -30.7% | -15.4% |
| 6M | -21.9% | +1.4% | -23.3% | -22.6% |
| YTD | -24.6% | +13.8% | -38.4% | -26.6% |
| 1Y | -34.1% | +55.8% | -89.9% | -37.8% |
| 3Y | +36.3% | +647.4% | -611.2% | +8.6% |
| 5Y | -26.7% | +519.1% | -545.9% | -42.8% |
| All | +17.1% | +365.5% | -348.4% | -9.7% |
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