+6.8%
BABA vs IJH
+208.8%
-202.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.2% |
| 7D | -12.7% | +3.0% | -15.7% | -14.7% |
| 30D | -14.9% | +0.8% | -15.7% | -15.6% |
| 3M | -24.6% | -5.1% | -19.5% | -21.9% |
| 6M | -29.3% | +1.3% | -30.6% | -30.5% |
| YTD | -35.0% | +12.8% | -47.8% | -41.0% |
| 1Y | -39.7% | +14.1% | -53.8% | -45.8% |
| 3Y | +21.2% | +57.8% | -36.6% | -16.5% |
| 5Y | -39.9% | +36.9% | -76.8% | -53.7% |
| 10Y | +7.8% | +174.1% | -166.2% | -52.0% |
| All | +6.8% | +208.8% | -202.0% | -58.5% |
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