+105.4%
IBM vs BABA
+29.8%
+75.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -0.3% | -4.8% | +4.5% | +0.3% |
| 30D | +0.3% | -11.9% | +12.2% | +1.7% |
| 3M | -21.6% | -9.3% | -12.3% | -20.9% |
| 6M | -4.7% | -14.2% | +9.6% | -3.5% |
| YTD | -19.1% | -22.0% | +2.9% | -17.2% |
| 1Y | -2.5% | -12.7% | +10.2% | -1.9% |
| 3Y | +74.2% | +26.7% | +47.5% | +64.3% |
| 5Y | +113.1% | -29.3% | +142.5% | +112.2% |
| 10Y | +133.5% | +21.2% | +112.3% | +102.3% |
| All | +105.4% | +29.8% | +75.6% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling