+15.7%
BABA vs IRM
+481.3%
-465.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | +2.4% | -5.1% | +7.4% | +3.2% |
| 30D | -7.8% | -3.3% | -4.5% | -7.5% |
| 3M | -22.4% | -8.2% | -14.2% | -21.4% |
| 6M | -26.0% | -12.8% | -13.2% | -24.4% |
| YTD | -29.3% | +36.6% | -65.9% | -34.5% |
| 1Y | -37.5% | +11.9% | -49.4% | -39.7% |
| 3Y | +31.9% | +105.1% | -73.2% | +8.8% |
| 5Y | -33.4% | +182.4% | -215.8% | -49.0% |
| 10Y | +15.7% | +505.1% | -489.4% | -28.0% |
| All | +15.7% | +481.3% | -465.6% | -28.0% |
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