+14.9%
BABA vs ITOT
+341.2%
-326.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.4% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | -8.4% | -2.0% | -6.3% | -6.9% |
| 3M | -20.6% | -1.5% | -19.1% | -19.8% |
| 6M | -25.4% | +3.3% | -28.7% | -28.1% |
| YTD | -30.1% | +12.5% | -42.6% | -37.8% |
| 1Y | -36.3% | +12.6% | -48.9% | -43.4% |
| 3Y | +30.4% | +78.6% | -48.3% | -27.1% |
| 5Y | -35.7% | +67.0% | -102.7% | -61.2% |
| 10Y | +16.0% | +292.0% | -276.0% | -70.2% |
| All | +14.9% | +341.2% | -326.3% | -73.8% |
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