+6.8%
BABA vs IJH
+208.4%
-201.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -13.8% | +2.3% | -16.1% | -15.3% |
| 30D | -15.1% | +2.1% | -17.2% | -16.6% |
| 3M | -22.7% | -5.7% | -17.1% | -19.6% |
| 6M | -34.7% | +1.4% | -36.1% | -35.8% |
| YTD | -35.0% | +12.6% | -47.7% | -40.9% |
| 1Y | -40.4% | +16.1% | -56.5% | -47.1% |
| 3Y | +21.9% | +57.8% | -35.9% | -16.0% |
| 5Y | -39.9% | +36.8% | -76.7% | -53.6% |
| 10Y | +7.9% | +173.7% | -165.9% | -51.9% |
| All | +6.8% | +208.4% | -201.6% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling