+15.8%
BABA vs IRM
+480.4%
-464.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -4.5% |
| 7D | +3.8% | -3.8% | +7.6% | +4.4% |
| 30D | -5.4% | -3.2% | -2.2% | -5.1% |
| 3M | -17.9% | -7.8% | -10.1% | -16.9% |
| 6M | -24.1% | -12.7% | -11.4% | -22.4% |
| YTD | -27.4% | +36.7% | -64.1% | -32.8% |
| 1Y | -36.1% | +10.0% | -46.1% | -38.1% |
| 3Y | +35.4% | +107.2% | -71.9% | +11.3% |
| 5Y | -30.1% | +181.6% | -211.7% | -46.5% |
| 10Y | +15.8% | +481.1% | -465.3% | -27.9% |
| All | +15.8% | +480.4% | -464.6% | -27.9% |
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