+14.9%
BABA vs IRM
+580.6%
-565.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -3.6% | -5.3% | +1.7% | -2.7% |
| 30D | -8.4% | -2.3% | -6.0% | -8.2% |
| 3M | -20.6% | -7.4% | -13.2% | -19.6% |
| 6M | -25.4% | -12.2% | -13.2% | -23.8% |
| YTD | -30.1% | +38.6% | -68.8% | -35.7% |
| 1Y | -36.3% | +14.9% | -51.2% | -39.0% |
| 3Y | +30.4% | +108.2% | -77.8% | +6.2% |
| 5Y | -35.7% | +183.8% | -219.6% | -51.7% |
| 10Y | +16.0% | +512.6% | -496.6% | -31.1% |
| All | +14.9% | +580.6% | -565.7% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling