+310.3%
IVV vs BABA
+8.5%
+301.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -13.8% | +16.3% | +4.9% |
| 30D | -2.0% | -15.1% | +13.1% | +0.5% |
| 3M | -2.8% | -22.7% | +20.0% | +1.0% |
| 6M | +2.2% | -34.7% | +36.8% | +8.7% |
| YTD | +11.5% | -35.0% | +46.5% | +18.2% |
| 1Y | +13.5% | -40.4% | +53.9% | +21.9% |
| 3Y | +78.1% | +21.9% | +56.2% | +63.9% |
| 5Y | +73.1% | -39.9% | +113.0% | +75.9% |
| All | +310.3% | +8.5% | +301.8% | +270.4% |
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