+28.2%
BABA vs IWD
+222.9%
-194.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.9% |
| 7D | -4.8% | -0.3% | -4.5% | -4.5% |
| 30D | -11.9% | +0.6% | -12.5% | -12.4% |
| 3M | -9.3% | +7.2% | -16.5% | -14.7% |
| 6M | -14.2% | +16.2% | -30.5% | -24.6% |
| YTD | -22.0% | +23.3% | -45.4% | -34.7% |
| 1Y | -12.7% | +29.6% | -42.3% | -29.8% |
| 3Y | +26.7% | +70.5% | -43.8% | -19.3% |
| 5Y | -29.3% | +73.5% | -102.8% | -55.1% |
| 10Y | +21.2% | +198.3% | -177.1% | -51.4% |
| All | +28.2% | +222.9% | -194.7% | -52.6% |
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 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