-39.8%
BABA vs IBB
+39.3%
-79.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | -13.8% | -0.5% | -13.2% | -13.5% |
| 30D | -15.1% | +4.6% | -19.7% | -18.1% |
| 3M | -22.7% | +6.8% | -29.6% | -27.2% |
| 6M | -34.7% | +23.1% | -57.8% | -45.4% |
| YTD | -35.0% | +26.0% | -61.0% | -47.0% |
| 1Y | -40.4% | +30.4% | -70.8% | -52.9% |
| 3Y | +21.9% | +85.4% | -63.5% | -32.8% |
| All | -39.8% | +39.3% | -79.1% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling