+144.7%
IBM vs BABA
-33.3%
+178.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.2% |
| 7D | -1.5% | +2.4% | -3.9% | -1.7% |
| 30D | +8.4% | -7.8% | +16.2% | +8.9% |
| 3M | +4.2% | -22.4% | +26.6% | +5.7% |
| 6M | +7.9% | -26.0% | +33.9% | +9.7% |
| YTD | -15.2% | -29.3% | +14.1% | -13.6% |
| 1Y | -18.7% | -37.5% | +18.8% | -16.6% |
| 3Y | +79.2% | +31.9% | +47.3% | +74.8% |
| 5Y | +144.7% | -33.4% | +178.2% | +143.3% |
| All | +144.7% | -33.3% | +178.0% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling