+22.3%
BABA vs IBB
+134.4%
-112.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.7% | +5.7% |
| 7D | +8.6% | -3.6% | +12.2% | +10.7% |
| 30D | -1.1% | +3.4% | -4.5% | -3.4% |
| 3M | -15.9% | +9.5% | -25.4% | -21.1% |
| 6M | -17.5% | +23.3% | -40.8% | -28.7% |
| YTD | -25.6% | +24.5% | -50.1% | -36.3% |
| 1Y | -33.8% | +32.9% | -66.7% | -45.8% |
| 3Y | +34.6% | +76.6% | -41.9% | -9.3% |
| 5Y | -27.7% | +35.5% | -63.1% | -42.8% |
| 10Y | +17.7% | +156.7% | -139.0% | -34.9% |
| All | +22.3% | +134.4% | -112.1% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling