+17.6%
BABA vs IVZ
+65.9%
-48.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | -11.9% | +4.0% | -15.9% | -13.2% |
| 3M | -9.3% | +18.2% | -27.4% | -14.5% |
| 6M | -14.2% | +32.8% | -47.1% | -22.7% |
| YTD | -22.0% | +28.7% | -50.8% | -29.1% |
| 1Y | -12.7% | +55.4% | -68.1% | -25.5% |
| 3Y | +26.7% | +135.2% | -108.6% | -8.8% |
| 5Y | -29.3% | +64.2% | -93.5% | -44.2% |
| All | +17.6% | +65.9% | -48.3% | -2.0% |
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