-30.1%
BABA vs IEFA
+48.0%
-78.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.8% | -7.5% |
| 7D | +3.8% | +1.1% | +2.7% | +2.0% |
| 30D | -5.4% | +1.2% | -6.6% | -7.2% |
| 3M | -17.9% | -3.4% | -14.6% | -14.9% |
| 6M | -24.1% | +2.0% | -26.1% | -26.9% |
| YTD | -27.4% | +11.0% | -38.4% | -37.6% |
| 1Y | -36.1% | +15.2% | -51.3% | -48.0% |
| 3Y | +35.4% | +68.4% | -33.0% | -35.6% |
| 5Y | -30.1% | +48.4% | -78.5% | -59.7% |
| All | -30.1% | +48.0% | -78.1% | -59.7% |
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