-39.8%
BABA vs IYR
+6.0%
-45.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +0.6% | -14.4% | -14.1% |
| 30D | -15.1% | +6.6% | -21.7% | -18.4% |
| 3M | -22.7% | -1.8% | -20.9% | -21.9% |
| 6M | -34.7% | +1.4% | -36.1% | -35.7% |
| YTD | -35.0% | +10.5% | -45.5% | -39.5% |
| 1Y | -40.4% | +10.6% | -51.0% | -44.6% |
| 3Y | +21.9% | +41.8% | -19.9% | -7.5% |
| All | -39.8% | +6.0% | -45.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling