-5.1%
BABA vs IOT
+55.2%
-60.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.2% |
| 7D | -2.2% | +5.1% | -7.2% | -3.0% |
| 30D | -17.3% | -3.0% | -14.3% | -17.1% |
| 3M | -7.8% | +15.0% | -22.7% | -10.7% |
| 6M | -16.8% | +13.1% | -29.9% | -20.0% |
| YTD | -24.7% | +9.0% | -33.7% | -27.8% |
| 1Y | -24.9% | +0.1% | -25.1% | -27.2% |
| 3Y | +29.1% | +26.4% | +2.7% | +10.1% |
| All | -5.1% | +55.2% | -60.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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