-30.5%
BABA vs IJH
+47.6%
-78.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.9% |
| 7D | -2.2% | -0.7% | -1.4% | -1.5% |
| 30D | -17.3% | -3.8% | -13.5% | -14.5% |
| 3M | -7.8% | 0.0% | -7.8% | -8.3% |
| 6M | -16.8% | +8.8% | -25.5% | -23.3% |
| YTD | -24.7% | +13.5% | -38.2% | -33.2% |
| 1Y | -24.9% | +15.4% | -40.4% | -34.5% |
| 3Y | +29.1% | +50.9% | -21.8% | -17.1% |
| 5Y | -30.5% | +47.8% | -78.3% | -54.8% |
| All | -30.5% | +47.6% | -78.2% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling