+23.9%
BABA vs IYR
+108.8%
-84.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +11.6% | +2.0% | +9.7% | +10.5% |
| 30D | +2.3% | +8.2% | -5.9% | -1.8% |
| 3M | -13.7% | -1.7% | -11.9% | -13.0% |
| 6M | -21.9% | -0.4% | -21.5% | -22.1% |
| YTD | -24.6% | +9.9% | -34.5% | -28.6% |
| 1Y | -34.1% | +10.4% | -44.5% | -37.8% |
| 3Y | +36.3% | +38.4% | -2.2% | +13.1% |
| 5Y | -26.7% | +5.2% | -31.9% | -30.7% |
| 10Y | +19.2% | +83.8% | -64.6% | -20.2% |
| All | +23.9% | +108.8% | -84.9% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling