-33.4%
BABA vs ITOT
+64.2%
-97.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | -7.8% | -3.4% | -4.3% | -4.7% |
| 3M | -22.4% | -3.1% | -19.3% | -20.2% |
| 6M | -26.0% | +2.2% | -28.2% | -28.2% |
| YTD | -29.3% | +11.0% | -40.3% | -37.1% |
| 1Y | -37.5% | +11.4% | -48.9% | -44.7% |
| 3Y | +31.9% | +76.4% | -44.4% | -33.1% |
| 5Y | -33.4% | +65.1% | -98.5% | -63.2% |
| All | -33.4% | +64.2% | -97.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling