+33.7%
BABA vs ITOT
+79.3%
-45.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -11.9% | 0.0% | -11.9% | -12.0% |
| 3M | -9.3% | +2.0% | -11.2% | -10.9% |
| 6M | -14.2% | +13.0% | -27.3% | -22.8% |
| YTD | -22.0% | +14.0% | -36.0% | -30.2% |
| 1Y | -12.7% | +19.9% | -32.6% | -24.7% |
| All | +33.7% | +79.3% | -45.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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