-39.9%
BABA vs IAG
+427.4%
-467.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.1% | -1.9% | -6.3% |
| 7D | -12.7% | -2.1% | -10.6% | -12.5% |
| 30D | -14.9% | -6.2% | -8.7% | -14.3% |
| 3M | -24.6% | -5.1% | -19.5% | -24.5% |
| 6M | -29.3% | -10.0% | -19.4% | -29.1% |
| YTD | -35.0% | +3.9% | -39.0% | -36.9% |
| 1Y | -39.7% | +18.9% | -58.6% | -42.6% |
| 3Y | +21.2% | +651.8% | -630.6% | -17.9% |
| 5Y | -39.9% | +416.3% | -456.2% | -56.5% |
| All | -39.9% | +427.4% | -467.3% | -56.5% |
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 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