+36.3%
BABA vs IWD
+78.7%
-42.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.3% |
| 3M | -13.7% | +0.9% | -14.6% | -14.5% |
| 6M | -21.9% | +10.5% | -32.5% | -29.1% |
| YTD | -24.6% | +23.7% | -48.3% | -38.2% |
| 1Y | -34.1% | +28.7% | -62.8% | -47.9% |
| 3Y | +36.3% | +79.7% | -43.5% | -24.1% |
| All | +36.3% | +78.7% | -42.5% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling