+306.5%
IVV vs BABA
+16.2%
+290.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.1% |
| 7D | -2.7% | +11.6% | -14.3% | -4.5% |
| 30D | -5.4% | +2.3% | -7.7% | -5.8% |
| 3M | -4.1% | -13.7% | +9.6% | -2.1% |
| 6M | +0.7% | -21.9% | +22.6% | +4.2% |
| YTD | +8.7% | -24.6% | +33.4% | +12.6% |
| 1Y | +11.0% | -34.1% | +45.1% | +17.3% |
| 3Y | +75.4% | +36.3% | +39.2% | +58.9% |
| 5Y | +68.3% | -26.7% | +95.1% | +65.0% |
| All | +306.5% | +16.2% | +290.3% | +266.4% |
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