+14.9%
BABA vs IAU
+216.2%
-201.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | -3.6% | -2.0% | -1.6% | -3.2% |
| 30D | -8.4% | -4.4% | -3.9% | -7.6% |
| 3M | -20.6% | -8.9% | -11.7% | -19.3% |
| 6M | -25.4% | -15.9% | -9.4% | -23.0% |
| YTD | -30.1% | -7.8% | -22.3% | -28.9% |
| 1Y | -36.3% | -3.8% | -32.5% | -35.5% |
| 3Y | +30.4% | +104.3% | -74.0% | +20.3% |
| 5Y | -35.7% | +111.2% | -146.9% | -41.3% |
| 10Y | +16.0% | +216.4% | -200.4% | +13.1% |
| All | +14.9% | +216.2% | -201.3% | +16.3% |
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