+15.2%
BABA vs IBKR
+1,011.6%
-996.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.1% |
| 7D | -3.5% | -1.3% | -2.1% | -3.0% |
| 30D | -12.7% | -0.2% | -12.5% | -13.1% |
| 3M | -3.0% | +3.0% | -6.0% | -5.0% |
| 6M | -19.1% | +33.9% | -52.9% | -28.4% |
| YTD | -24.7% | +42.5% | -67.3% | -35.1% |
| 1Y | -29.0% | +44.9% | -73.9% | -39.6% |
| 3Y | +30.9% | +293.0% | -262.1% | -29.1% |
| 5Y | -30.9% | +497.7% | -528.6% | -69.3% |
| All | +15.2% | +1,011.6% | -996.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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