+17.1%
BABA vs IBB
+156.3%
-139.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.2% |
| 7D | +11.6% | -1.8% | +13.5% | +12.7% |
| 30D | +2.3% | +5.1% | -2.8% | -1.3% |
| 3M | -13.7% | +10.7% | -24.4% | -19.9% |
| 6M | -21.9% | +22.9% | -44.8% | -33.1% |
| YTD | -24.6% | +26.7% | -51.3% | -37.0% |
| 1Y | -34.1% | +35.1% | -69.2% | -47.5% |
| 3Y | +36.3% | +80.2% | -43.9% | -12.7% |
| 5Y | -26.7% | +37.8% | -64.6% | -44.3% |
| All | +17.1% | +156.3% | -139.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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