+14.4%
BABA vs IJR
+170.6%
-156.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -2.9% | -2.3% | -0.6% | -1.5% |
| 30D | -15.1% | -4.7% | -10.4% | -12.6% |
| 3M | -5.0% | +2.1% | -7.2% | -6.6% |
| 6M | -19.9% | +13.9% | -33.8% | -26.4% |
| YTD | -25.3% | +18.2% | -43.5% | -32.8% |
| 1Y | -23.9% | +21.8% | -45.7% | -32.9% |
| 3Y | +28.1% | +52.2% | -24.1% | -4.2% |
| 5Y | -31.4% | +40.1% | -71.5% | -45.6% |
| All | +14.4% | +170.6% | -156.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IJR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling