+15.8%
BABA vs INDA
+104.1%
-88.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.3% |
| 7D | +3.8% | +6.1% | -2.3% | +0.2% |
| 30D | -5.4% | +11.7% | -17.1% | -11.5% |
| 3M | -17.9% | +2.1% | -20.0% | -19.0% |
| 6M | -24.1% | +3.2% | -27.2% | -25.6% |
| YTD | -27.4% | -4.9% | -22.6% | -25.3% |
| 1Y | -36.1% | -4.4% | -31.7% | -34.5% |
| 3Y | +35.4% | +17.6% | +17.8% | +21.3% |
| 5Y | -30.1% | +9.9% | -39.9% | -34.5% |
| 10Y | +15.8% | +102.7% | -86.9% | -21.6% |
| All | +15.8% | +104.1% | -88.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling