+16.0%
BABA vs IYR
+88.9%
-72.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | -8.4% | +6.1% | -14.5% | -11.1% |
| 3M | -20.6% | +0.9% | -21.5% | -21.0% |
| 6M | -25.4% | +1.2% | -26.5% | -26.2% |
| YTD | -30.1% | +11.1% | -41.2% | -34.0% |
| 1Y | -36.3% | +9.0% | -45.3% | -39.3% |
| 3Y | +30.4% | +41.4% | -11.0% | +7.9% |
| 5Y | -35.7% | +6.7% | -42.4% | -39.7% |
| 10Y | +16.0% | +87.7% | -71.7% | -17.6% |
| All | +16.0% | +88.9% | -72.9% | -17.6% |
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