+67.8%
IVV vs BABA
-30.3%
+98.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.7% |
| 7D | -4.8% | +8.6% | -13.3% | -5.7% |
| 30D | -5.9% | -1.1% | -4.8% | -5.9% |
| 3M | -4.5% | -15.9% | +11.4% | -2.8% |
| 6M | +1.8% | -17.5% | +19.4% | +3.7% |
| YTD | +8.4% | -25.6% | +34.0% | +11.4% |
| 1Y | +9.4% | -33.8% | +43.2% | +13.9% |
| 3Y | +75.3% | +34.6% | +40.6% | +64.1% |
| 5Y | +67.8% | -27.7% | +95.4% | +62.9% |
| All | +67.8% | -30.3% | +98.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling