-35.3%
BABA vs IWF
-1.6%
-33.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.6% |
| 7D | +4.3% | -4.2% | +8.4% | +7.6% |
| 30D | -5.0% | -8.1% | +3.2% | +1.3% |
| 3M | -18.4% | -5.1% | -13.3% | -15.3% |
| 6M | -20.3% | -1.4% | -18.8% | -19.9% |
| YTD | -27.5% | -0.1% | -27.4% | -30.1% |
| 1Y | -35.3% | -1.3% | -34.1% | -37.6% |
| All | -35.3% | -1.6% | -33.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling