+28.2%
BABA vs ITOT
+347.1%
-318.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -11.9% | 0.0% | -11.9% | -12.0% |
| 3M | -9.3% | +2.0% | -11.2% | -11.1% |
| 6M | -14.2% | +13.0% | -27.3% | -23.8% |
| YTD | -22.0% | +14.0% | -36.0% | -31.2% |
| 1Y | -12.7% | +19.9% | -32.6% | -26.5% |
| 3Y | +26.7% | +75.8% | -49.2% | -27.7% |
| 5Y | -29.3% | +73.8% | -103.2% | -58.8% |
| 10Y | +21.2% | +295.9% | -274.7% | -69.0% |
| All | +28.2% | +347.1% | -318.9% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling