+115.5%
IBM vs BABA
-30.9%
+146.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.3% | -4.8% | +4.5% | 0.0% |
| 30D | +0.3% | -11.9% | +12.2% | +1.0% |
| 3M | -21.6% | -9.3% | -12.3% | -21.2% |
| 6M | -4.7% | -14.2% | +9.6% | -4.0% |
| YTD | -19.1% | -22.0% | +2.9% | -18.0% |
| 1Y | -2.5% | -12.7% | +10.2% | -2.0% |
| 3Y | +74.2% | +26.7% | +47.5% | +70.3% |
| All | +115.5% | -30.9% | +146.4% | +108.3% |
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