+116.1%
IBM vs BABA
+23.9%
+92.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.5% | -3.1% |
| 7D | -4.3% | +8.6% | -12.9% | -5.3% |
| 30D | +11.7% | -1.1% | +12.8% | +11.7% |
| 3M | +5.5% | -15.9% | +21.4% | +7.3% |
| 6M | +9.5% | -17.5% | +27.0% | +11.3% |
| YTD | -14.9% | -25.6% | +10.7% | -12.6% |
| 1Y | -17.4% | -33.8% | +16.5% | -14.0% |
| 3Y | +83.3% | +34.6% | +48.7% | +71.4% |
| 5Y | +142.1% | -27.7% | +169.7% | +139.3% |
| 10Y | +157.2% | +17.7% | +139.5% | +123.1% |
| All | +116.1% | +23.9% | +92.2% | +81.4% |
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