-31.3%
BABA vs IP
-17.2%
-14.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | -4.8% | -5.3% | +0.5% | -3.5% |
| 30D | -11.9% | -10.9% | -1.0% | -9.5% |
| 3M | -9.3% | +11.2% | -20.4% | -13.0% |
| 6M | -14.2% | -10.2% | -4.0% | -12.9% |
| YTD | -22.0% | -2.0% | -20.0% | -23.4% |
| 1Y | -12.7% | -19.1% | +6.4% | -9.3% |
| 3Y | +26.7% | +20.9% | +5.8% | +6.1% |
| All | -31.3% | -17.2% | -14.1% | -36.4% |
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