+15.8%
BABA vs IWF
+391.9%
-376.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -6.2% |
| 7D | +3.8% | -1.0% | +4.9% | +4.1% |
| 30D | -5.4% | -10.1% | +4.7% | +2.9% |
| 3M | -17.9% | -7.6% | -10.3% | -13.0% |
| 6M | -24.1% | -6.7% | -17.3% | -20.3% |
| YTD | -27.4% | -2.5% | -24.9% | -26.6% |
| 1Y | -36.1% | -2.1% | -34.0% | -35.7% |
| 3Y | +35.4% | +68.6% | -33.3% | -18.9% |
| 5Y | -30.1% | +55.8% | -85.9% | -55.3% |
| 10Y | +15.8% | +383.3% | -367.4% | -80.0% |
| All | +15.8% | +391.9% | -376.0% | -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