-39.8%
BABA vs IVZ
+34.9%
-74.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -13.8% | +6.8% | -20.6% | -16.3% |
| 30D | -15.1% | +3.5% | -18.6% | -16.9% |
| 3M | -22.7% | -10.0% | -12.7% | -19.8% |
| 6M | -34.7% | +4.5% | -39.1% | -37.0% |
| YTD | -35.0% | +12.6% | -47.6% | -40.0% |
| 1Y | -40.4% | +24.4% | -64.8% | -47.6% |
| 3Y | +21.9% | +150.6% | -128.7% | -29.6% |
| All | -39.8% | +34.9% | -74.7% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling