+17.1%
BABA vs IRM
+456.9%
-439.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +11.6% | -8.6% | +20.2% | +13.5% |
| 30D | +2.3% | -8.0% | +10.3% | +3.8% |
| 3M | -13.7% | -12.0% | -1.7% | -11.8% |
| 6M | -21.9% | -18.2% | -3.7% | -19.1% |
| YTD | -24.6% | +31.4% | -56.0% | -29.6% |
| 1Y | -34.1% | +9.2% | -43.3% | -36.1% |
| 3Y | +36.3% | +94.6% | -58.3% | +13.5% |
| 5Y | -26.7% | +170.2% | -196.9% | -43.5% |
| All | +17.1% | +456.9% | -439.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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