+28.2%
BABA vs IFF
+13.2%
+14.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | -1.8% | -2.9% | -4.2% |
| 30D | -11.9% | -2.0% | -9.9% | -11.4% |
| 3M | -9.3% | +18.5% | -27.8% | -14.7% |
| 6M | -14.2% | +11.7% | -25.9% | -18.3% |
| YTD | -22.0% | +29.6% | -51.6% | -29.6% |
| 1Y | -12.7% | +35.0% | -47.7% | -22.4% |
| 3Y | +26.7% | +32.3% | -5.6% | +11.7% |
| 5Y | -29.3% | -34.6% | +5.2% | -23.5% |
| 10Y | +21.2% | -20.6% | +41.9% | +16.1% |
| All | +28.2% | +13.2% | +14.9% | +7.3% |
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