-30.1%
BABA vs IEF
-7.6%
-22.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | -5.4% | +2.7% | -8.1% | -6.0% |
| 3M | -17.9% | -0.8% | -17.2% | -17.8% |
| 6M | -24.1% | -1.7% | -22.4% | -23.8% |
| YTD | -27.4% | -1.6% | -25.8% | -27.2% |
| 1Y | -36.1% | -1.6% | -34.5% | -35.8% |
| 3Y | +35.4% | +12.4% | +23.0% | +30.8% |
| 5Y | -30.1% | -7.6% | -22.5% | -41.2% |
| All | -30.1% | -7.6% | -22.5% | -41.2% |
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 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