+23.9%
BABA vs IWF
+432.2%
-408.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.2% |
| 7D | +11.6% | -5.0% | +16.6% | +16.1% |
| 30D | +2.3% | -13.2% | +15.5% | +15.1% |
| 3M | -13.7% | -9.4% | -4.3% | -6.7% |
| 6M | -21.9% | -8.6% | -13.3% | -16.4% |
| YTD | -24.6% | -5.3% | -19.3% | -21.7% |
| 1Y | -34.1% | -5.0% | -29.1% | -31.9% |
| 3Y | +36.3% | +64.6% | -28.4% | -17.6% |
| 5Y | -26.7% | +50.8% | -77.5% | -52.1% |
| 10Y | +19.2% | +385.7% | -366.5% | -77.3% |
| All | +23.9% | +432.2% | -408.3% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling