-35.7%
BABA vs IJH
+39.3%
-75.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | -3.6% | +0.2% | -3.8% | -4.1% |
| 30D | -8.4% | +2.1% | -10.5% | -10.4% |
| 3M | -20.6% | -3.6% | -17.0% | -18.3% |
| 6M | -25.4% | +1.8% | -27.2% | -27.3% |
| YTD | -30.1% | +14.1% | -44.2% | -38.6% |
| 1Y | -36.3% | +15.9% | -52.2% | -44.9% |
| 3Y | +30.4% | +59.7% | -29.3% | -22.1% |
| 5Y | -35.7% | +39.1% | -74.8% | -55.4% |
| All | -35.7% | +39.3% | -75.1% | -55.4% |
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