+367.1%
IVV vs BABA
+20.7%
+346.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +0.8% |
| 7D | -0.7% | +4.3% | -5.0% | -1.4% |
| 30D | -1.0% | -5.0% | +3.9% | -0.3% |
| 3M | -0.3% | -18.4% | +18.1% | +2.8% |
| 6M | +7.4% | -20.3% | +27.6% | +10.7% |
| YTD | +13.4% | -27.5% | +40.9% | +18.3% |
| 1Y | +14.8% | -35.3% | +50.1% | +22.0% |
| 3Y | +83.3% | +31.2% | +52.2% | +66.7% |
| 5Y | +76.1% | -32.1% | +108.2% | +73.9% |
| 10Y | +333.3% | +14.7% | +318.6% | +265.5% |
| All | +367.1% | +20.7% | +346.4% | +270.8% |
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