-29.9%
BABA vs IFF
-34.7%
+4.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -12.3% | -0.3% | -12.0% | -12.2% |
| 3M | -5.3% | +18.6% | -23.9% | -11.3% |
| 6M | -13.1% | +17.4% | -30.4% | -18.9% |
| YTD | -22.4% | +28.5% | -50.9% | -30.3% |
| 1Y | -19.5% | +32.5% | -52.0% | -28.7% |
| 3Y | +32.9% | +34.1% | -1.1% | +15.0% |
| 5Y | -29.9% | -35.2% | +5.3% | -24.5% |
| All | -29.9% | -34.7% | +4.8% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling