+16.7%
BABA vs IEFA
+143.5%
-126.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.7% |
| 7D | -2.2% | -0.5% | -1.7% | -1.7% |
| 30D | -17.3% | -1.1% | -16.2% | -16.5% |
| 3M | -7.8% | +5.1% | -12.8% | -13.2% |
| 6M | -16.8% | +9.3% | -26.1% | -24.9% |
| YTD | -24.7% | +13.0% | -37.6% | -34.4% |
| 1Y | -24.9% | +19.2% | -44.1% | -38.4% |
| 3Y | +29.1% | +67.0% | -37.9% | -26.6% |
| 5Y | -30.5% | +51.1% | -81.6% | -55.7% |
| 10Y | +16.7% | +146.5% | -129.8% | -52.8% |
| All | +16.7% | +143.5% | -126.8% | -52.8% |
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