+27.1%
BABA vs IWD
+70.7%
-43.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.9% |
| 7D | -4.8% | -0.3% | -4.5% | -4.5% |
| 30D | -11.9% | +0.6% | -12.5% | -12.4% |
| 3M | -9.3% | +7.2% | -16.5% | -15.1% |
| 6M | -14.2% | +16.2% | -30.5% | -25.6% |
| YTD | -22.0% | +23.3% | -45.4% | -35.8% |
| 1Y | -12.7% | +29.6% | -42.3% | -31.1% |
| All | +27.1% | +70.7% | -43.5% | -24.6% |
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