+150.1%
IBM vs BABA
-40.0%
+190.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -13.8% | +15.3% | +2.5% |
| 30D | +9.2% | -15.1% | +24.3% | +10.2% |
| 3M | +4.9% | -22.7% | +27.7% | +6.5% |
| 6M | +16.8% | -34.7% | +51.4% | +19.7% |
| YTD | -14.3% | -35.0% | +20.7% | -12.2% |
| 1Y | -16.7% | -40.4% | +23.7% | -14.3% |
| 3Y | +82.2% | +21.9% | +60.3% | +78.6% |
| All | +150.1% | -40.0% | +190.2% | +151.6% |
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