-29.9%
BABA vs IJR
+40.3%
-70.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.9% |
| 30D | -12.3% | -3.1% | -9.1% | -10.2% |
| 3M | -5.3% | +4.4% | -9.7% | -8.9% |
| 6M | -13.1% | +16.1% | -29.2% | -23.1% |
| YTD | -22.4% | +20.6% | -43.0% | -33.3% |
| 1Y | -19.5% | +22.9% | -42.3% | -32.0% |
| 3Y | +32.9% | +55.2% | -22.3% | -13.0% |
| 5Y | -29.9% | +41.1% | -71.0% | -50.5% |
| All | -29.9% | +40.3% | -70.2% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling