-33.4%
BABA vs IEF
-1.4%
-32.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +11.6% | +0.1% | +11.5% | +11.5% |
| 30D | +2.3% | +3.1% | -0.8% | 0.0% |
| 3M | -13.7% | -0.5% | -13.2% | -13.2% |
| 6M | -21.9% | -1.6% | -20.3% | -20.5% |
| YTD | -24.6% | -1.6% | -23.1% | -23.3% |
| All | -33.4% | -1.4% | -32.0% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling