+11.7%
BABA vs IWF
+389.3%
-377.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.7% |
| 7D | -12.7% | +5.3% | -18.0% | -16.6% |
| 30D | -14.9% | -8.6% | -6.3% | -8.8% |
| 3M | -24.6% | -6.5% | -18.1% | -20.9% |
| 6M | -29.3% | -5.6% | -23.7% | -26.6% |
| YTD | -35.0% | -1.5% | -33.5% | -34.9% |
| 1Y | -39.7% | -2.8% | -36.9% | -38.9% |
| 3Y | +21.2% | +67.1% | -46.0% | -26.7% |
| 5Y | -39.9% | +57.6% | -97.5% | -61.9% |
| All | +11.7% | +389.3% | -377.6% | -80.2% |
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