-39.7%
BABA vs IFF
+26.2%
-65.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.3% | -6.6% |
| 7D | -12.7% | -6.9% | -5.8% | -11.8% |
| 30D | -14.9% | -8.9% | -6.0% | -13.9% |
| 3M | -24.6% | -3.7% | -21.0% | -24.6% |
| 6M | -29.3% | +3.5% | -32.8% | -30.7% |
| YTD | -35.0% | +21.2% | -56.2% | -39.3% |
| 1Y | -39.7% | +25.6% | -65.3% | -44.0% |
| All | -39.7% | +26.2% | -65.9% | -44.0% |
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