-24.9%
BABA vs IEFA
+19.3%
-44.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.0% |
| 7D | -2.2% | -0.5% | -1.7% | -1.8% |
| 30D | -17.3% | -1.1% | -16.2% | -16.6% |
| 3M | -7.8% | +5.1% | -12.8% | -12.6% |
| 6M | -16.8% | +9.3% | -26.1% | -24.1% |
| YTD | -24.7% | +13.0% | -37.6% | -34.2% |
| 1Y | -24.9% | +19.2% | -44.1% | -38.1% |
| All | -24.9% | +19.3% | -44.2% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling