+22.3%
BABA vs IRM
+538.7%
-516.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.1% | +13.7% | +5.0% |
| 7D | +8.6% | -10.9% | +19.4% | +11.0% |
| 30D | -1.1% | -9.4% | +8.4% | +0.8% |
| 3M | -15.9% | -16.4% | +0.5% | -13.0% |
| 6M | -17.5% | -18.7% | +1.2% | -14.3% |
| YTD | -25.6% | +30.1% | -55.7% | -30.6% |
| 1Y | -33.8% | +8.5% | -42.4% | -35.9% |
| 3Y | +34.6% | +88.0% | -53.4% | +12.2% |
| 5Y | -27.7% | +167.6% | -195.2% | -44.9% |
| 10Y | +17.7% | +458.9% | -441.2% | -28.5% |
| All | +22.3% | +538.7% | -516.4% | -30.3% |
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