-39.8%
BABA vs IWF
+55.4%
-95.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.9% |
| 7D | -13.8% | +2.8% | -16.6% | -15.9% |
| 30D | -15.1% | -7.5% | -7.6% | -10.0% |
| 3M | -22.7% | -8.5% | -14.3% | -17.5% |
| 6M | -34.7% | -7.4% | -27.3% | -31.1% |
| YTD | -35.0% | -2.6% | -32.4% | -34.3% |
| 1Y | -40.4% | -1.8% | -38.6% | -40.2% |
| 3Y | +21.9% | +65.5% | -43.5% | -27.5% |
| All | -39.8% | +55.4% | -95.2% | -64.1% |
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