+28.2%
BABA vs IAG
+536.0%
-507.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -11.9% | +28.9% | -40.8% | -13.5% |
| 3M | -9.3% | +19.1% | -28.4% | -10.7% |
| 6M | -14.2% | -10.3% | -4.0% | -14.2% |
| YTD | -22.0% | +24.2% | -46.2% | -23.8% |
| 1Y | -12.7% | +116.5% | -129.2% | -17.7% |
| 3Y | +26.7% | +742.8% | -716.1% | +8.7% |
| 5Y | -29.3% | +753.3% | -782.7% | -40.3% |
| 10Y | +21.2% | +403.2% | -382.0% | +3.1% |
| All | +28.2% | +536.0% | -507.9% | +13.3% |
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