+20.3%
BABA vs IEF
+6.5%
+13.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | +11.6% | +0.1% | +11.5% | +11.7% |
| 30D | +2.3% | +3.1% | -0.8% | +3.1% |
| 3M | -13.7% | -0.5% | -13.2% | -13.8% |
| 6M | -21.9% | -1.6% | -20.3% | -22.3% |
| YTD | -24.6% | -1.6% | -23.1% | -25.0% |
| 1Y | -34.1% | -1.5% | -32.6% | -34.4% |
| 3Y | +36.3% | +12.4% | +23.8% | +41.5% |
| 5Y | -26.7% | -7.5% | -19.2% | -37.5% |
| All | +20.3% | +6.5% | +13.8% | +33.0% |
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