-18.7%
IBM vs BABA
-37.8%
+19.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | -1.7% | -3.6% | +1.9% | -1.6% |
| 30D | +10.1% | -8.4% | +18.5% | +10.5% |
| 3M | +4.8% | -20.6% | +25.4% | +6.2% |
| 6M | +12.6% | -25.4% | +38.0% | +15.0% |
| YTD | -13.9% | -30.1% | +16.2% | -10.3% |
| 1Y | -18.7% | -36.3% | +17.6% | -15.8% |
| All | -18.7% | -37.8% | +19.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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