-39.9%
BABA vs IAU
+106.1%
-146.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -5.9% |
| 7D | -12.7% | -5.5% | -7.2% | -10.6% |
| 30D | -14.9% | -7.0% | -7.9% | -12.3% |
| 3M | -24.6% | -12.3% | -12.4% | -20.8% |
| 6M | -29.3% | -17.9% | -11.4% | -23.5% |
| YTD | -35.0% | -10.3% | -24.7% | -33.0% |
| 1Y | -39.7% | -7.9% | -31.8% | -38.5% |
| 3Y | +21.2% | +98.7% | -77.5% | -19.2% |
| 5Y | -39.9% | +105.0% | -144.9% | -64.1% |
| All | -39.9% | +106.1% | -146.0% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling