+22.3%
BABA vs IAG
+443.5%
-421.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.6% |
| 7D | +8.6% | +4.5% | +4.0% | +8.2% |
| 30D | -1.1% | -5.7% | +4.6% | -0.8% |
| 3M | -15.9% | +10.1% | -26.1% | -16.7% |
| 6M | -17.5% | +7.3% | -24.8% | -18.4% |
| YTD | -25.6% | +6.1% | -31.7% | -26.5% |
| 1Y | -33.8% | +46.8% | -80.6% | -36.0% |
| 3Y | +34.6% | +573.1% | -538.5% | +17.2% |
| 5Y | -27.7% | +477.6% | -505.2% | -38.0% |
| 10Y | +17.7% | +315.7% | -298.0% | +1.0% |
| All | +22.3% | +443.5% | -421.2% | +9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling