+36.3%
BABA vs IRM
+90.1%
-53.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +11.6% | -8.6% | +20.2% | +13.0% |
| 30D | +2.3% | -8.0% | +10.3% | +3.4% |
| 3M | -13.7% | -12.0% | -1.7% | -12.2% |
| 6M | -21.9% | -18.2% | -3.7% | -19.7% |
| YTD | -24.6% | +31.4% | -56.0% | -28.5% |
| 1Y | -34.1% | +9.2% | -43.3% | -35.6% |
| 3Y | +36.3% | +94.6% | -58.3% | +7.0% |
| All | +36.3% | +90.1% | -53.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling