+21.9%
BABA vs IJR
+61.8%
-39.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +2.2% | -15.9% | -14.7% |
| 30D | -15.1% | +3.8% | -19.0% | -16.9% |
| 3M | -22.7% | -5.7% | -17.0% | -20.5% |
| 6M | -34.7% | +4.6% | -39.3% | -36.6% |
| YTD | -35.0% | +18.0% | -53.0% | -40.6% |
| 1Y | -40.4% | +21.8% | -62.2% | -46.5% |
| 3Y | +21.9% | +61.1% | -39.2% | -9.3% |
| All | +21.9% | +61.8% | -39.9% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling