-27.7%
BABA vs IP
-12.5%
-15.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +3.6% |
| 7D | +8.6% | -5.0% | +13.5% | +9.9% |
| 30D | -1.1% | +6.5% | -7.6% | -2.8% |
| 3M | -15.9% | -18.0% | +2.1% | -12.0% |
| 6M | -17.5% | +10.3% | -27.9% | -21.4% |
| YTD | -25.6% | -9.9% | -15.7% | -25.5% |
| 1Y | -33.8% | -1.1% | -32.8% | -35.9% |
| 3Y | +34.6% | +13.0% | +21.6% | +12.9% |
| 5Y | -27.7% | -12.3% | -15.4% | -29.9% |
| All | -27.7% | -12.5% | -15.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling