0.0%
BABA vs IR
+288.5%
-288.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | -4.8% | -2.8% | -1.9% | -3.9% |
| 30D | -11.9% | -15.1% | +3.2% | -7.6% |
| 3M | -9.3% | +6.1% | -15.3% | -11.5% |
| 6M | -14.2% | -16.8% | +2.6% | -10.2% |
| YTD | -22.0% | -3.5% | -18.5% | -22.3% |
| 1Y | -12.7% | -3.5% | -9.2% | -13.2% |
| 3Y | +26.7% | +9.5% | +17.2% | +19.0% |
| 5Y | -29.3% | +45.1% | -74.4% | -39.8% |
| All | 0.0% | +288.5% | -288.5% | -28.0% |
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