-30.1%
BABA vs IWD
+72.9%
-103.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -5.9% |
| 7D | +3.8% | +1.3% | +2.6% | +2.1% |
| 30D | -5.4% | +3.6% | -9.0% | -9.3% |
| 3M | -17.9% | +2.3% | -20.3% | -20.3% |
| 6M | -24.1% | +13.0% | -37.1% | -34.3% |
| YTD | -27.4% | +26.2% | -53.6% | -44.5% |
| 1Y | -36.1% | +30.5% | -66.5% | -53.1% |
| 3Y | +35.4% | +86.2% | -50.8% | -36.8% |
| 5Y | -30.1% | +72.9% | -103.0% | -63.6% |
| All | -30.1% | +72.9% | -103.0% | -63.6% |
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 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