+507.9%
IGV vs BABA
+29.8%
+478.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -4.5% | -4.8% | +0.3% | -3.4% |
| 30D | +3.2% | -11.9% | +15.1% | +6.0% |
| 3M | +4.5% | -9.3% | +13.8% | +6.4% |
| 6M | +22.1% | -14.2% | +36.4% | +25.2% |
| YTD | -1.0% | -22.0% | +21.0% | +3.3% |
| 1Y | -2.1% | -12.7% | +10.6% | -1.4% |
| 3Y | +44.6% | +26.7% | +17.9% | +26.6% |
| 5Y | +22.2% | -29.3% | +51.5% | +18.4% |
| 10Y | +364.7% | +21.2% | +343.5% | +269.8% |
| All | +507.9% | +29.8% | +478.1% | +347.3% |
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