+28.2%
BABA vs IP
+32.5%
-4.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | -4.8% | -5.3% | +0.5% | -3.3% |
| 30D | -11.9% | -10.9% | -1.0% | -9.2% |
| 3M | -9.3% | +11.2% | -20.4% | -13.1% |
| 6M | -14.2% | -10.2% | -4.0% | -13.1% |
| YTD | -22.0% | -2.0% | -20.0% | -23.5% |
| 1Y | -12.7% | -19.1% | +6.4% | -9.6% |
| 3Y | +26.7% | +20.9% | +5.8% | +10.6% |
| 5Y | -29.3% | -17.8% | -11.5% | -30.9% |
| 10Y | +21.2% | +23.5% | -2.3% | -3.1% |
| All | +28.2% | +32.5% | -4.4% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling