+15.8%
BABA vs IYR
+86.8%
-71.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.3% | -4.5% |
| 7D | +3.8% | +2.3% | +1.6% | +2.7% |
| 30D | -5.4% | +7.4% | -12.7% | -8.7% |
| 3M | -17.9% | -0.7% | -17.2% | -17.7% |
| 6M | -24.1% | +1.6% | -25.7% | -25.0% |
| YTD | -27.4% | +11.6% | -39.0% | -31.6% |
| 1Y | -36.1% | +10.5% | -46.6% | -39.5% |
| 3Y | +35.4% | +43.4% | -8.0% | +11.2% |
| 5Y | -30.1% | +6.8% | -36.9% | -34.5% |
| 10Y | +15.8% | +86.0% | -70.2% | -18.8% |
| All | +15.8% | +86.8% | -71.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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