+28.2%
BABA vs IRM
+602.0%
-573.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -11.9% | -8.1% | -3.8% | -10.4% |
| 3M | -9.3% | -9.7% | +0.4% | -7.5% |
| 6M | -14.2% | +10.0% | -24.2% | -16.5% |
| YTD | -22.0% | +43.0% | -65.0% | -28.5% |
| 1Y | -12.7% | +32.7% | -45.4% | -18.9% |
| 3Y | +26.7% | +102.7% | -76.1% | +4.2% |
| 5Y | -29.3% | +187.6% | -216.9% | -46.9% |
| 10Y | +21.2% | +420.1% | -398.9% | -24.1% |
| All | +28.2% | +602.0% | -573.8% | -28.2% |
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