-4.6%
BABA vs IR
+316.5%
-321.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.4% |
| 7D | +8.6% | +2.3% | +6.3% | +7.8% |
| 30D | -1.1% | +3.3% | -4.4% | -2.2% |
| 3M | -15.9% | -9.0% | -6.9% | -13.8% |
| 6M | -17.5% | +8.0% | -25.5% | -20.2% |
| YTD | -25.6% | +3.4% | -29.0% | -27.5% |
| 1Y | -33.8% | +4.5% | -38.3% | -35.9% |
| 3Y | +34.6% | +25.6% | +9.0% | +21.2% |
| 5Y | -27.7% | +43.8% | -71.5% | -38.6% |
| All | -4.6% | +316.5% | -321.0% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling