+6.8%
BABA vs IFF
+6.9%
-0.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.3% |
| 7D | -13.8% | -1.8% | -12.0% | -13.3% |
| 30D | -15.1% | -9.4% | -5.7% | -12.7% |
| 3M | -22.7% | -3.0% | -19.7% | -22.4% |
| 6M | -34.7% | +5.8% | -40.5% | -36.6% |
| YTD | -35.0% | +22.4% | -57.4% | -40.4% |
| 1Y | -40.4% | +23.0% | -63.5% | -45.6% |
| 3Y | +21.9% | +21.8% | +0.2% | +10.2% |
| 5Y | -39.9% | -39.2% | -0.6% | -33.4% |
| 10Y | +7.9% | -12.4% | +20.3% | -1.7% |
| All | +6.8% | +6.9% | -0.1% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling