+33.7%
BABA vs IJR
+55.2%
-21.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -11.9% | -2.4% | -9.5% | -10.8% |
| 3M | -9.3% | +3.9% | -13.2% | -11.4% |
| 6M | -14.2% | +12.4% | -26.6% | -19.9% |
| YTD | -22.0% | +21.5% | -43.5% | -29.9% |
| 1Y | -12.7% | +24.0% | -36.7% | -22.5% |
| All | +33.7% | +55.2% | -21.4% | +0.9% |
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