+19.2%
BABA vs IWD
+233.7%
-214.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.7% |
| 7D | +4.3% | +2.5% | +1.7% | +2.1% |
| 30D | -5.0% | +6.0% | -10.9% | -9.5% |
| 3M | -18.4% | +3.8% | -22.1% | -20.9% |
| 6M | -20.3% | +16.3% | -36.6% | -30.0% |
| YTD | -27.5% | +27.5% | -55.0% | -40.9% |
| 1Y | -35.3% | +32.8% | -68.1% | -49.2% |
| 3Y | +31.2% | +84.3% | -53.1% | -21.7% |
| 5Y | -32.1% | +75.7% | -107.8% | -57.3% |
| 10Y | +14.7% | +220.9% | -206.2% | -57.1% |
| All | +19.2% | +233.7% | -214.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling