-10.9%
BABA vs IOT
+66.5%
-77.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | +2.4% | +0.8% | +1.5% | +2.2% |
| 30D | -7.8% | -0.2% | -7.5% | -7.9% |
| 3M | -22.4% | +4.0% | -26.4% | -23.4% |
| 6M | -26.0% | +39.4% | -65.4% | -31.4% |
| YTD | -29.3% | +16.9% | -46.2% | -33.3% |
| 1Y | -37.5% | +4.1% | -41.6% | -39.9% |
| 3Y | +31.9% | +72.7% | -40.8% | +4.3% |
| All | -10.9% | +66.5% | -77.3% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling