-19.5%
BABA vs IYR
+8.1%
-27.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -12.3% | -2.5% | -9.7% | -11.8% |
| 3M | -5.3% | +1.5% | -6.8% | -6.7% |
| 6M | -13.1% | +3.9% | -16.9% | -15.7% |
| YTD | -22.4% | +9.5% | -32.0% | -25.4% |
| 1Y | -19.5% | +7.5% | -26.9% | -22.8% |
| All | -19.5% | +8.1% | -27.6% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling