-19.5%
IBM vs BABA
-34.6%
+15.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -5.0% | +11.6% | -16.6% | -5.4% |
| 30D | +11.1% | +2.3% | +8.8% | +11.0% |
| 3M | +5.7% | -13.7% | +19.4% | +6.7% |
| 6M | +10.1% | -21.9% | +32.0% | +12.6% |
| YTD | -15.6% | -24.6% | +9.0% | -12.4% |
| 1Y | -19.5% | -34.1% | +14.6% | -17.7% |
| All | -19.5% | -34.6% | +15.1% | -17.7% |
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