-38.5%
BABA vs IRE
-97.5%
+58.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.1% | -13.3% | -1.7% |
| 7D | -3.6% | -15.1% | +11.6% | -3.6% |
| 30D | -8.4% | -71.4% | +63.0% | -4.1% |
| 3M | -20.6% | -81.2% | +60.6% | -15.9% |
| 6M | -25.4% | -93.7% | +68.4% | -18.4% |
| YTD | -30.1% | -92.2% | +62.1% | -28.7% |
| 1Y | -36.3% | -97.3% | +61.0% | -33.1% |
| All | -38.5% | -97.5% | +58.9% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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