-29.9%
BABA vs IEFA
+52.0%
-81.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | -0.2% | +1.2% | -1.3% | -1.6% |
| 30D | -12.3% | -0.6% | -11.7% | -11.8% |
| 3M | -5.3% | +6.2% | -11.5% | -13.1% |
| 6M | -13.1% | +11.2% | -24.2% | -24.9% |
| YTD | -22.4% | +14.2% | -36.6% | -35.4% |
| 1Y | -19.5% | +20.0% | -39.5% | -37.3% |
| 3Y | +32.9% | +68.8% | -35.8% | -36.3% |
| 5Y | -29.9% | +52.7% | -82.5% | -62.3% |
| All | -29.9% | +52.0% | -81.9% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling