-31.3%
BABA vs IEF
-8.0%
-23.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | -11.9% | -0.8% | -11.1% | -11.8% |
| 3M | -9.3% | -1.0% | -8.3% | -9.1% |
| 6M | -14.2% | -2.8% | -11.5% | -13.9% |
| YTD | -22.0% | -1.5% | -20.5% | -21.9% |
| 1Y | -12.7% | -0.4% | -12.3% | -12.7% |
| 3Y | +26.7% | +9.7% | +17.0% | +24.4% |
| All | -31.3% | -8.0% | -23.3% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling