+11.7%
BABA vs IAU
+210.9%
-199.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | -4.6% | -9.2% | -12.5% |
| 30D | -15.1% | -5.4% | -9.7% | -13.7% |
| 3M | -22.7% | -10.9% | -11.9% | -20.3% |
| 6M | -34.7% | -17.4% | -17.3% | -31.1% |
| YTD | -35.0% | -10.2% | -24.8% | -33.1% |
| 1Y | -40.4% | -7.1% | -33.4% | -39.2% |
| 3Y | +21.9% | +97.7% | -75.8% | +1.9% |
| 5Y | -39.9% | +105.3% | -145.2% | -50.8% |
| All | +11.7% | +210.9% | -199.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling