+28.2%
BABA vs IWF
+487.2%
-459.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +0.5% | -5.3% | -5.2% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -9.3% | -2.6% | -6.7% | -7.5% |
| 6M | -14.2% | +9.1% | -23.4% | -20.9% |
| YTD | -22.0% | +4.5% | -26.5% | -25.3% |
| 1Y | -12.7% | +10.1% | -22.8% | -20.0% |
| 3Y | +26.7% | +77.6% | -51.0% | -27.9% |
| 5Y | -29.3% | +73.7% | -103.1% | -59.1% |
| 10Y | +21.2% | +411.5% | -390.3% | -77.6% |
| All | +28.2% | +487.2% | -459.0% | -79.2% |
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