-39.8%
BABA vs IWD
+72.9%
-112.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -13.8% | +2.3% | -16.0% | -16.0% |
| 30D | -15.1% | +3.6% | -18.7% | -18.6% |
| 3M | -22.7% | +2.2% | -24.9% | -24.8% |
| 6M | -34.7% | +13.0% | -47.6% | -43.5% |
| YTD | -35.0% | +26.5% | -61.5% | -50.5% |
| 1Y | -40.4% | +30.1% | -70.6% | -56.1% |
| 3Y | +21.9% | +84.9% | -62.9% | -42.5% |
| All | -39.8% | +72.9% | -112.7% | -68.8% |
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