-3.4%
BABA vs IR
+322.3%
-325.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +11.6% | +3.7% | +8.0% | +10.4% |
| 30D | +2.3% | +7.4% | -5.2% | 0.0% |
| 3M | -13.7% | -5.9% | -7.8% | -12.4% |
| 6M | -21.9% | +5.6% | -27.5% | -23.9% |
| YTD | -24.6% | +4.8% | -29.5% | -26.9% |
| 1Y | -34.1% | +6.9% | -41.0% | -36.6% |
| 3Y | +36.3% | +27.6% | +8.7% | +22.2% |
| 5Y | -26.7% | +45.8% | -72.5% | -38.1% |
| All | -3.4% | +322.3% | -325.6% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling