-19.5%
BABA vs IOT
-4.9%
-14.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | +2.8% | -3.0% | -0.2% |
| 30D | -12.3% | -1.8% | -10.5% | -12.2% |
| 3M | -5.3% | +17.9% | -23.2% | -6.0% |
| 6M | -13.1% | +13.5% | -26.6% | -13.4% |
| YTD | -22.4% | +13.3% | -35.7% | -23.8% |
| 1Y | -19.5% | -3.3% | -16.2% | -20.2% |
| All | -19.5% | -4.9% | -14.6% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling