+15.7%
BABA vs IEFA
+145.4%
-129.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | +2.4% | +1.1% | +1.2% | +0.8% |
| 30D | -7.8% | +0.7% | -8.4% | -8.7% |
| 3M | -22.4% | -3.4% | -19.0% | -19.9% |
| 6M | -26.0% | +1.5% | -27.5% | -27.8% |
| YTD | -29.3% | +10.4% | -39.7% | -37.1% |
| 1Y | -37.5% | +13.4% | -50.9% | -46.2% |
| 3Y | +31.9% | +66.7% | -34.8% | -24.9% |
| 5Y | -33.4% | +49.5% | -82.9% | -57.1% |
| 10Y | +15.7% | +145.8% | -130.1% | -50.9% |
| All | +15.7% | +145.4% | -129.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling