+16.7%
BABA vs IEF
+4.2%
+12.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -12.3% | -0.7% | -11.5% | -12.4% |
| 3M | -5.3% | -0.4% | -4.9% | -5.4% |
| 6M | -13.1% | -2.5% | -10.6% | -13.7% |
| YTD | -22.4% | -1.6% | -20.8% | -22.8% |
| 1Y | -19.5% | -1.3% | -18.2% | -19.7% |
| 3Y | +32.9% | +10.1% | +22.8% | +36.6% |
| 5Y | -29.9% | -8.3% | -21.6% | -40.0% |
| 10Y | +16.7% | +4.5% | +12.2% | +28.2% |
| All | +16.7% | +4.2% | +12.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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