+15.8%
BABA vs IAU
+209.6%
-193.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.6% | -4.3% |
| 7D | +3.8% | +4.9% | -1.1% | +2.4% |
| 30D | -5.4% | -1.4% | -4.0% | -5.0% |
| 3M | -17.9% | -4.8% | -13.2% | -17.0% |
| 6M | -24.1% | -12.5% | -11.6% | -21.3% |
| YTD | -27.4% | -4.2% | -23.3% | -26.8% |
| 1Y | -36.1% | +3.1% | -39.2% | -36.7% |
| 3Y | +35.4% | +110.0% | -74.6% | +10.6% |
| 5Y | -30.1% | +123.1% | -153.2% | -44.2% |
| 10Y | +15.8% | +216.7% | -200.9% | -9.2% |
| All | +15.8% | +209.6% | -193.8% | -9.2% |
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