-36.2%
BABA vs IRE
-97.0%
+60.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -23.2% | +28.2% | +6.0% |
| 7D | +4.3% | -46.8% | +51.1% | +7.1% |
| 30D | -5.0% | -75.5% | +70.5% | +1.1% |
| 3M | -18.4% | -79.4% | +61.0% | -13.3% |
| 6M | -20.3% | -91.3% | +71.0% | -14.2% |
| YTD | -27.5% | -90.8% | +63.3% | -26.0% |
| 1Y | -35.3% | -97.7% | +62.4% | -31.5% |
| All | -36.2% | -97.0% | +60.8% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling