+15.2%
BABA vs IJH
+184.0%
-168.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -3.5% | -1.9% | -1.6% | -2.1% |
| 30D | -12.7% | -4.6% | -8.1% | -9.7% |
| 3M | -3.0% | -1.2% | -1.8% | -2.5% |
| 6M | -19.1% | +9.4% | -28.5% | -24.5% |
| YTD | -24.7% | +13.3% | -38.1% | -31.5% |
| 1Y | -29.0% | +13.4% | -42.4% | -35.5% |
| 3Y | +30.9% | +50.4% | -19.5% | -5.0% |
| 5Y | -30.9% | +49.0% | -79.9% | -49.1% |
| All | +15.2% | +184.0% | -168.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling