-31.3%
BABA vs IAG
+764.1%
-795.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -11.9% | +28.9% | -40.8% | -15.4% |
| 3M | -9.3% | +19.1% | -28.4% | -12.3% |
| 6M | -14.2% | -10.3% | -4.0% | -14.0% |
| YTD | -22.0% | +24.2% | -46.2% | -26.0% |
| 1Y | -12.7% | +116.5% | -129.2% | -24.2% |
| 3Y | +26.7% | +742.8% | -716.1% | -16.1% |
| All | -31.3% | +764.1% | -795.4% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling