+16.3%
BABA vs IFF
+9.6%
+6.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | +2.4% | -9.8% | +12.1% | +5.5% |
| 30D | -7.8% | -1.6% | -6.1% | -7.7% |
| 3M | -22.4% | -1.8% | -20.6% | -22.3% |
| 6M | -26.0% | +3.6% | -29.6% | -27.7% |
| YTD | -29.3% | +25.4% | -54.7% | -35.7% |
| 1Y | -37.5% | +35.4% | -72.9% | -44.8% |
| 3Y | +31.9% | +23.9% | +8.0% | +18.5% |
| 5Y | -33.4% | -37.1% | +3.7% | -27.1% |
| 10Y | +15.7% | -10.3% | +26.0% | +4.6% |
| All | +16.3% | +9.6% | +6.7% | -2.1% |
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