+23.5%
IGV vs BABA
-30.9%
+54.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -4.5% | -4.8% | +0.3% | -3.7% |
| 30D | +3.2% | -11.9% | +15.1% | +5.2% |
| 3M | +4.5% | -9.3% | +13.8% | +5.9% |
| 6M | +22.1% | -14.2% | +36.4% | +24.4% |
| YTD | -1.0% | -22.0% | +21.0% | +2.2% |
| 1Y | -2.1% | -12.7% | +10.6% | -1.5% |
| 3Y | +44.6% | +26.7% | +17.9% | +31.9% |
| All | +23.5% | -30.9% | +54.4% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling