+15.7%
BABA vs IAU
+208.6%
-192.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.7% |
| 7D | +2.4% | +2.8% | -0.5% | +1.5% |
| 30D | -7.8% | -4.0% | -3.8% | -6.7% |
| 3M | -22.4% | -8.2% | -14.2% | -20.6% |
| 6M | -26.0% | -14.8% | -11.2% | -22.7% |
| YTD | -29.3% | -6.7% | -22.6% | -28.1% |
| 1Y | -37.5% | -2.2% | -35.3% | -37.2% |
| 3Y | +31.9% | +106.7% | -74.8% | +8.5% |
| 5Y | -33.4% | +114.8% | -148.2% | -46.3% |
| 10Y | +15.7% | +213.0% | -197.3% | -9.8% |
| All | +15.7% | +208.6% | -192.9% | -9.8% |
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