+28.2%
BABA vs IJH
+216.2%
-188.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -11.9% | -1.5% | -10.4% | -11.0% |
| 3M | -9.3% | +0.8% | -10.0% | -10.1% |
| 6M | -14.2% | +7.6% | -21.8% | -19.1% |
| YTD | -22.0% | +15.5% | -37.5% | -30.3% |
| 1Y | -12.7% | +16.9% | -29.6% | -22.7% |
| 3Y | +26.7% | +48.1% | -21.4% | -8.0% |
| 5Y | -29.3% | +47.8% | -77.2% | -48.3% |
| 10Y | +21.2% | +178.6% | -157.3% | -46.5% |
| All | +28.2% | +216.2% | -188.0% | -50.9% |
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