+138.2%
IBM vs BABA
-28.1%
+166.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -5.0% | +11.6% | -16.6% | -5.6% |
| 30D | +11.1% | +2.3% | +8.8% | +10.9% |
| 3M | +5.7% | -13.7% | +19.4% | +6.6% |
| 6M | +10.1% | -21.9% | +32.0% | +11.6% |
| YTD | -15.6% | -24.6% | +9.0% | -14.3% |
| 1Y | -19.5% | -34.1% | +14.6% | -17.7% |
| 3Y | +80.4% | +36.3% | +44.1% | +75.6% |
| All | +138.2% | -28.1% | +166.3% | +134.9% |
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