+362.3%
IGV vs BABA
+14.9%
+347.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -1.3% | -3.6% | +2.3% | -0.5% |
| 30D | -8.1% | -8.4% | +0.2% | -6.4% |
| 3M | -1.6% | -20.6% | +19.0% | +3.2% |
| 6M | +12.7% | -25.4% | +38.1% | +19.4% |
| YTD | -3.3% | -30.1% | +26.8% | +3.2% |
| 1Y | -7.9% | -36.3% | +28.4% | +0.4% |
| 3Y | +40.3% | +30.4% | +10.0% | +21.0% |
| 5Y | +17.3% | -35.7% | +53.0% | +17.9% |
| 10Y | +362.3% | +16.0% | +346.3% | +265.4% |
| All | +362.3% | +14.9% | +347.3% | +265.4% |
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 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