+33.7%
BABA vs IEFA
+69.5%
-35.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | -4.8% | +0.6% | -5.3% | -5.3% |
| 30D | -11.9% | +1.0% | -12.9% | -13.0% |
| 3M | -9.3% | +4.7% | -14.0% | -14.0% |
| 6M | -14.2% | +8.6% | -22.8% | -21.7% |
| YTD | -22.0% | +14.8% | -36.9% | -33.1% |
| 1Y | -12.7% | +22.6% | -35.3% | -30.3% |
| All | +33.7% | +69.5% | -35.7% | -23.3% |
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