+17.1%
BABA vs IWD
+207.5%
-190.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +11.6% | -0.5% | +12.1% | +12.0% |
| 30D | +2.3% | +2.7% | -0.4% | 0.0% |
| 3M | -13.7% | +0.9% | -14.6% | -14.4% |
| 6M | -21.9% | +10.5% | -32.5% | -28.3% |
| YTD | -24.6% | +23.7% | -48.3% | -36.7% |
| 1Y | -34.1% | +28.7% | -62.8% | -46.5% |
| 3Y | +36.3% | +79.7% | -43.5% | -15.6% |
| 5Y | -26.7% | +69.7% | -96.4% | -52.1% |
| All | +17.1% | +207.5% | -190.4% | -35.1% |
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