-7.5%
IGV vs BABA
-34.7%
+27.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.5% |
| 7D | -7.5% | +4.3% | -11.8% | -7.8% |
| 30D | -5.6% | -5.0% | -0.6% | -5.2% |
| 3M | +1.5% | -18.4% | +19.9% | +3.1% |
| 6M | +17.1% | -20.3% | +37.4% | +18.4% |
| YTD | -2.0% | -27.5% | +25.5% | +1.1% |
| 1Y | -7.5% | -35.3% | +27.8% | -4.3% |
| All | -7.5% | -34.7% | +27.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling