+474.8%
IGV vs BABA
+25.5%
+449.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -5.2% | +11.6% | -16.8% | -7.7% |
| 30D | -10.0% | +2.3% | -12.3% | -10.6% |
| 3M | -0.5% | -13.7% | +13.1% | +2.4% |
| 6M | +12.6% | -21.9% | +34.5% | +18.1% |
| YTD | -6.4% | -24.6% | +18.2% | -1.8% |
| 1Y | -9.5% | -34.1% | +24.6% | -2.0% |
| 3Y | +41.7% | +36.3% | +5.4% | +21.3% |
| 5Y | +12.7% | -26.7% | +39.4% | +7.8% |
| 10Y | +354.1% | +19.2% | +334.9% | +261.9% |
| All | +474.8% | +25.5% | +449.4% | +325.2% |
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