+28.2%
BABA vs IYR
+108.3%
-80.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -4.8% | -1.2% | -3.5% | -4.1% |
| 30D | -11.9% | -2.9% | -9.0% | -10.6% |
| 3M | -9.3% | +0.8% | -10.1% | -10.0% |
| 6M | -14.2% | +1.9% | -16.1% | -15.4% |
| YTD | -22.0% | +9.6% | -31.7% | -26.0% |
| 1Y | -12.7% | +8.1% | -20.8% | -16.6% |
| 3Y | +26.7% | +29.2% | -2.5% | +8.9% |
| 5Y | -29.3% | +4.3% | -33.6% | -32.9% |
| 10Y | +21.2% | +64.7% | -43.5% | -12.6% |
| All | +28.2% | +108.3% | -80.2% | -26.8% |
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 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