+15.3%
BABA vs IJR
+173.0%
-157.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.2% |
| 7D | -2.2% | -1.1% | -1.0% | -1.5% |
| 30D | -17.3% | -3.6% | -13.7% | -15.5% |
| 3M | -7.8% | +2.3% | -10.1% | -9.4% |
| 6M | -16.8% | +14.3% | -31.1% | -23.7% |
| YTD | -24.7% | +19.3% | -44.0% | -32.7% |
| 1Y | -24.9% | +22.6% | -47.6% | -34.1% |
| 3Y | +29.1% | +53.5% | -24.4% | -3.9% |
| 5Y | -30.5% | +39.9% | -70.5% | -45.0% |
| All | +15.3% | +173.0% | -157.7% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling