+309.6%
IVV vs BABA
+15.0%
+294.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.1% | +2.9% |
| 7D | +0.1% | +3.8% | -3.7% | -0.6% |
| 30D | -3.3% | -5.4% | +2.1% | -2.5% |
| 3M | -2.4% | -17.9% | +15.6% | +0.4% |
| 6M | +2.6% | -24.1% | +26.7% | +6.5% |
| YTD | +11.3% | -27.4% | +38.7% | +15.9% |
| 1Y | +13.4% | -36.1% | +49.5% | +20.5% |
| 3Y | +80.3% | +35.4% | +44.9% | +63.3% |
| 5Y | +72.7% | -30.1% | +102.8% | +70.7% |
| 10Y | +309.6% | +15.8% | +293.8% | +268.1% |
| All | +309.6% | +15.0% | +294.7% | +268.1% |
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