+16.0%
BABA vs IWF
+392.3%
-376.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -3.1% |
| 7D | -3.6% | -1.1% | -2.5% | -3.3% |
| 30D | -8.4% | -8.3% | -0.1% | -2.1% |
| 3M | -20.6% | -5.6% | -15.0% | -17.5% |
| 6M | -25.4% | -5.4% | -20.0% | -22.7% |
| YTD | -30.1% | -1.2% | -28.9% | -30.2% |
| 1Y | -36.3% | -2.7% | -33.6% | -35.6% |
| 3Y | +30.4% | +67.8% | -37.4% | -21.4% |
| 5Y | -35.7% | +60.1% | -95.8% | -59.8% |
| 10Y | +16.0% | +392.2% | -376.2% | -80.0% |
| All | +16.0% | +392.3% | -376.3% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling