-28.3%
BABA vs IWF
+50.6%
-78.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.2% |
| 7D | +11.6% | -5.0% | +16.6% | +15.9% |
| 30D | +2.3% | -13.2% | +15.5% | +14.5% |
| 3M | -13.7% | -9.4% | -4.3% | -7.0% |
| 6M | -21.9% | -8.6% | -13.3% | -16.7% |
| YTD | -24.6% | -5.3% | -19.3% | -21.9% |
| 1Y | -34.1% | -5.0% | -29.1% | -32.0% |
| 3Y | +36.3% | +64.6% | -28.4% | -18.7% |
| All | -28.3% | +50.6% | -78.9% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling