+14.9%
BABA vs IJR
+209.4%
-194.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -8.4% | +3.5% | -11.9% | -10.6% |
| 3M | -20.6% | -3.8% | -16.8% | -18.9% |
| 6M | -25.4% | +4.3% | -29.7% | -27.8% |
| YTD | -30.1% | +19.4% | -49.5% | -38.0% |
| 1Y | -36.3% | +20.5% | -56.8% | -44.0% |
| 3Y | +30.4% | +63.0% | -32.7% | -8.3% |
| 5Y | -35.7% | +28.6% | -64.3% | -47.1% |
| 10Y | +16.0% | +157.2% | -141.2% | -41.3% |
| All | +14.9% | +209.4% | -194.5% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling