+28.2%
BABA vs IBB
+136.6%
-108.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | -4.8% | +1.4% | -6.2% | -5.6% |
| 30D | -11.9% | +10.5% | -22.4% | -17.5% |
| 3M | -9.3% | +23.6% | -32.9% | -21.2% |
| 6M | -14.2% | +22.6% | -36.9% | -25.3% |
| YTD | -22.0% | +25.7% | -47.7% | -33.4% |
| 1Y | -12.7% | +51.4% | -64.1% | -33.9% |
| 3Y | +26.7% | +64.4% | -37.7% | -10.3% |
| 5Y | -29.3% | +22.1% | -51.5% | -40.7% |
| 10Y | +21.2% | +132.5% | -111.2% | -29.5% |
| All | +28.2% | +136.6% | -108.4% | -30.3% |
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