+35.4%
BABA vs IEF
+11.5%
+23.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | -5.4% | +2.7% | -8.1% | -5.5% |
| 3M | -17.9% | -0.8% | -17.2% | -17.9% |
| 6M | -24.1% | -1.7% | -22.4% | -24.1% |
| YTD | -27.4% | -1.6% | -25.8% | -27.4% |
| 1Y | -36.1% | -1.6% | -34.5% | -36.1% |
| 3Y | +35.4% | +12.4% | +23.0% | +44.2% |
| All | +35.4% | +11.5% | +23.9% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling