+28.2%
BABA vs IAU
+252.2%
-224.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -11.9% | +4.4% | -16.3% | -12.7% |
| 3M | -9.3% | -1.1% | -8.2% | -9.2% |
| 6M | -14.2% | -13.7% | -0.5% | -12.1% |
| YTD | -22.0% | +2.7% | -24.8% | -22.2% |
| 1Y | -12.7% | +24.6% | -37.3% | -15.2% |
| 3Y | +26.7% | +126.8% | -100.2% | +14.6% |
| 5Y | -29.3% | +139.5% | -168.8% | -36.7% |
| 10Y | +21.2% | +226.3% | -205.0% | +13.2% |
| All | +28.2% | +252.2% | -224.0% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling