-23.9%
BABA vs IFF
+32.7%
-56.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.9% | -2.8% | -0.1% | -2.4% |
| 30D | -15.1% | -1.1% | -14.0% | -14.9% |
| 3M | -5.0% | +13.8% | -18.9% | -8.4% |
| 6M | -19.9% | +16.7% | -36.6% | -24.2% |
| YTD | -25.3% | +26.1% | -51.4% | -30.6% |
| 1Y | -23.9% | +33.5% | -57.4% | -30.0% |
| All | -23.9% | +32.7% | -56.6% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling