-27.7%
BABA vs IWD
+70.2%
-97.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +5.6% |
| 7D | +8.6% | -0.9% | +9.5% | +9.6% |
| 30D | -1.1% | +2.6% | -3.7% | -4.1% |
| 3M | -15.9% | +1.2% | -17.2% | -17.2% |
| 6M | -17.5% | +12.1% | -29.7% | -27.9% |
| YTD | -25.6% | +24.1% | -49.7% | -42.0% |
| 1Y | -33.8% | +28.5% | -62.3% | -50.6% |
| 3Y | +34.6% | +79.5% | -44.9% | -34.2% |
| 5Y | -27.7% | +70.3% | -98.0% | -61.7% |
| All | -27.7% | +70.2% | -97.9% | -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