+16.7%
BABA vs IYR
+63.0%
-46.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -12.3% | -2.5% | -9.7% | -11.2% |
| 3M | -5.3% | +1.5% | -6.8% | -6.3% |
| 6M | -13.1% | +3.9% | -16.9% | -15.0% |
| YTD | -22.4% | +9.5% | -32.0% | -26.2% |
| 1Y | -19.5% | +7.5% | -26.9% | -22.8% |
| 3Y | +32.9% | +30.8% | +2.2% | +14.3% |
| 5Y | -29.9% | +4.8% | -34.7% | -33.6% |
| 10Y | +16.7% | +64.3% | -47.6% | -12.8% |
| All | +16.7% | +63.0% | -46.3% | -12.8% |
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