+28.2%
BABA vs IEF
+17.8%
+10.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -0.3% | -4.5% | -4.9% |
| 30D | -11.9% | -0.8% | -11.1% | -12.2% |
| 3M | -9.3% | -1.0% | -8.3% | -9.6% |
| 6M | -14.2% | -2.8% | -11.5% | -15.3% |
| YTD | -22.0% | -1.5% | -20.5% | -22.5% |
| 1Y | -12.7% | -0.4% | -12.3% | -12.8% |
| 3Y | +26.7% | +9.7% | +17.0% | +31.8% |
| 5Y | -29.3% | -8.3% | -21.0% | -39.4% |
| 10Y | +21.2% | +4.6% | +16.6% | +21.9% |
| All | +28.2% | +17.8% | +10.3% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling