+31.1%
BABA vs IAG
+696.0%
-664.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.9% |
| 7D | -3.6% | +3.4% | -7.0% | -4.1% |
| 30D | -8.4% | -2.7% | -5.7% | -8.3% |
| 3M | -20.6% | -0.5% | -20.1% | -21.0% |
| 6M | -25.4% | -4.8% | -20.5% | -25.6% |
| YTD | -30.1% | +9.6% | -39.7% | -32.0% |
| 1Y | -36.3% | +32.2% | -68.5% | -39.5% |
| All | +31.1% | +696.0% | -664.9% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling