+354.8%
IGV vs BABA
+15.0%
+339.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.5% |
| 7D | -0.4% | +3.8% | -4.3% | -1.4% |
| 30D | -9.9% | -5.4% | -4.6% | -8.9% |
| 3M | -1.2% | -17.9% | +16.7% | +2.8% |
| 6M | +11.3% | -24.1% | +35.4% | +17.4% |
| YTD | -4.0% | -27.4% | +23.5% | +1.6% |
| 1Y | -7.3% | -36.1% | +28.8% | +1.0% |
| 3Y | +42.8% | +35.4% | +7.4% | +22.1% |
| 5Y | +13.7% | -30.1% | +43.7% | +11.3% |
| 10Y | +354.8% | +15.8% | +339.0% | +263.9% |
| All | +354.8% | +15.0% | +339.8% | +263.9% |
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