+15.8%
BABA vs IEF
+6.4%
+9.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.9% |
| 30D | -5.4% | +2.7% | -8.1% | -4.8% |
| 3M | -17.9% | -0.8% | -17.2% | -18.1% |
| 6M | -24.1% | -1.7% | -22.4% | -24.4% |
| YTD | -27.4% | -1.6% | -25.8% | -27.8% |
| 1Y | -36.1% | -1.6% | -34.5% | -36.4% |
| 3Y | +35.4% | +12.4% | +23.0% | +40.6% |
| 5Y | -30.1% | -7.6% | -22.5% | -40.4% |
| 10Y | +15.8% | +7.6% | +8.3% | +28.0% |
| All | +15.8% | +6.4% | +9.4% | +28.0% |
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