+35.4%
BABA vs IEFA
+66.8%
-31.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.8% | -6.7% |
| 7D | +3.8% | +1.1% | +2.7% | +2.4% |
| 30D | -5.4% | +1.2% | -6.6% | -6.8% |
| 3M | -17.9% | -3.4% | -14.6% | -15.4% |
| 6M | -24.1% | +2.0% | -26.1% | -26.3% |
| YTD | -27.4% | +11.0% | -38.4% | -35.8% |
| 1Y | -36.1% | +15.2% | -51.3% | -45.9% |
| 3Y | +35.4% | +68.4% | -33.0% | -20.6% |
| All | +35.4% | +66.8% | -31.4% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling