+15.8%
BABA vs IVZ
+55.7%
-39.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -5.9% |
| 7D | +3.8% | +4.1% | -0.3% | +2.1% |
| 30D | -5.4% | -2.0% | -3.3% | -5.2% |
| 3M | -17.9% | -7.8% | -10.1% | -16.3% |
| 6M | -24.1% | +6.3% | -30.4% | -26.5% |
| YTD | -27.4% | +12.6% | -40.0% | -31.4% |
| 1Y | -36.1% | +27.6% | -63.7% | -42.2% |
| 3Y | +35.4% | +154.0% | -118.7% | -5.5% |
| 5Y | -30.1% | +37.3% | -67.4% | -41.9% |
| 10Y | +15.8% | +50.5% | -34.7% | +1.6% |
| All | +15.8% | +55.7% | -39.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling