+17.1%
BABA vs IAU
+208.2%
-191.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +11.6% | +4.7% | +6.9% | +10.2% |
| 30D | +2.3% | -0.9% | +3.2% | +2.6% |
| 3M | -13.7% | -4.4% | -9.3% | -12.8% |
| 6M | -21.9% | -13.5% | -8.4% | -18.7% |
| YTD | -24.6% | -5.9% | -18.7% | -23.5% |
| 1Y | -34.1% | +1.9% | -36.0% | -34.5% |
| 3Y | +36.3% | +104.1% | -67.8% | +12.2% |
| 5Y | -26.7% | +121.0% | -147.7% | -41.3% |
| All | +17.1% | +208.2% | -191.2% | -8.6% |
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