+19.3%
BABA vs IEFA
+131.3%
-112.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.8% | -6.8% |
| 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% | -15.5% |
| 6M | -24.1% | +2.0% | -26.1% | -26.2% |
| YTD | -27.4% | +11.0% | -38.4% | -35.4% |
| 1Y | -36.1% | +15.2% | -51.3% | -45.3% |
| 3Y | +35.4% | +68.4% | -33.0% | -21.0% |
| 5Y | -30.1% | +48.4% | -78.5% | -53.3% |
| 10Y | +15.8% | +146.4% | -130.5% | -48.8% |
| All | +19.3% | +131.3% | -112.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling