+483.3%
IGV vs BABA
+17.8%
+465.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.5% |
| 7D | -2.3% | +2.4% | -4.6% | -2.9% |
| 30D | -11.0% | -7.8% | -3.2% | -9.4% |
| 3M | -4.5% | -22.4% | +17.9% | +0.8% |
| 6M | +10.1% | -26.0% | +36.1% | +16.9% |
| YTD | -5.1% | -29.3% | +24.2% | +1.1% |
| 1Y | -10.2% | -37.5% | +27.3% | -1.6% |
| 3Y | +37.7% | +31.9% | +5.8% | +18.6% |
| 5Y | +15.7% | -33.4% | +49.1% | +13.6% |
| 10Y | +357.1% | +15.7% | +341.4% | +266.4% |
| All | +483.3% | +17.8% | +465.5% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling