+364.4%
IGV vs BABA
+14.2%
+350.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -1.5% | -2.2% | +0.6% | -1.0% |
| 30D | -3.0% | -17.3% | +14.3% | +1.1% |
| 3M | +9.6% | -7.8% | +17.3% | +11.0% |
| 6M | +16.1% | -16.8% | +32.9% | +19.9% |
| YTD | -3.6% | -24.7% | +21.0% | +1.4% |
| 1Y | -7.8% | -24.9% | +17.1% | -3.6% |
| 3Y | +40.0% | +29.1% | +10.9% | +21.7% |
| 5Y | +21.2% | -30.5% | +51.7% | +19.1% |
| 10Y | +364.4% | +16.7% | +347.7% | +262.8% |
| All | +364.4% | +14.2% | +350.2% | +262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling