-39.8%
BABA vs IJR
+26.5%
-66.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +2.2% | -15.9% | -15.2% |
| 30D | -15.1% | +3.8% | -19.0% | -17.8% |
| 3M | -22.7% | -5.7% | -17.0% | -19.4% |
| 6M | -34.7% | +4.6% | -39.3% | -37.5% |
| YTD | -35.0% | +18.0% | -53.0% | -43.4% |
| 1Y | -40.4% | +21.8% | -62.2% | -49.5% |
| 3Y | +21.9% | +61.1% | -39.2% | -24.4% |
| All | -39.8% | +26.5% | -66.3% | -52.4% |
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 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