+15.7%
BABA vs IWD
+203.8%
-188.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.4% | +1.6% | +0.8% | +0.9% |
| 30D | -7.8% | +3.6% | -11.4% | -10.6% |
| 3M | -22.4% | +2.0% | -24.4% | -23.8% |
| 6M | -26.0% | +13.1% | -39.0% | -33.3% |
| YTD | -29.3% | +26.2% | -55.5% | -41.7% |
| 1Y | -37.5% | +29.6% | -67.1% | -49.6% |
| 3Y | +31.9% | +84.3% | -52.4% | -20.2% |
| 5Y | -33.4% | +73.4% | -106.9% | -57.3% |
| 10Y | +15.7% | +202.4% | -186.7% | -45.0% |
| All | +15.7% | +203.8% | -188.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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