-29.3%
BABA vs IFF
+3.4%
-32.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.3% | -7.2% |
| 7D | -12.7% | -6.9% | -5.8% | -13.2% |
| 30D | -14.9% | -8.9% | -6.0% | -15.7% |
| 3M | -24.6% | -3.7% | -21.0% | -25.1% |
| 6M | -29.3% | +3.5% | -32.8% | -30.5% |
| All | -29.3% | +3.4% | -32.7% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling