+23.9%
BABA vs IVZ
+9.4%
+14.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.6% | -2.4% | +14.1% | +12.3% |
| 30D | +2.3% | -11.2% | +13.5% | +6.1% |
| 3M | -13.7% | -14.0% | +0.3% | -9.7% |
| 6M | -21.9% | +0.5% | -22.4% | -22.9% |
| YTD | -24.6% | +5.4% | -30.1% | -27.1% |
| 1Y | -34.1% | +19.5% | -53.6% | -39.1% |
| 3Y | +36.3% | +128.7% | -92.4% | -2.4% |
| 5Y | -26.7% | +28.8% | -55.5% | -37.7% |
| 10Y | +19.2% | +52.3% | -33.1% | -7.1% |
| All | +23.9% | +9.4% | +14.4% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling