+16.3%
BABA vs ITOT
+335.5%
-319.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | -22.4% | -3.1% | -19.3% | -20.4% |
| 6M | -26.0% | +2.2% | -28.2% | -27.9% |
| YTD | -29.3% | +11.0% | -40.3% | -36.2% |
| 1Y | -37.5% | +11.4% | -48.9% | -43.9% |
| 3Y | +31.9% | +76.4% | -44.4% | -25.2% |
| 5Y | -33.4% | +65.1% | -98.5% | -59.4% |
| 10Y | +15.7% | +287.4% | -271.7% | -70.0% |
| All | +16.3% | +335.5% | -319.3% | -73.2% |
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 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