-28.3%
BABA vs IWD
+68.9%
-97.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.7% |
| 7D | +11.6% | -0.5% | +12.1% | +12.1% |
| 30D | +2.3% | +2.7% | -0.4% | -0.9% |
| 3M | -13.7% | +0.9% | -14.6% | -14.7% |
| 6M | -21.9% | +10.5% | -32.5% | -30.7% |
| YTD | -24.6% | +23.7% | -48.3% | -41.0% |
| 1Y | -34.1% | +28.7% | -62.8% | -50.9% |
| 3Y | +36.3% | +79.7% | -43.5% | -33.5% |
| All | -28.3% | +68.9% | -97.2% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling