+151.9%
IWM vs BABA
+14.9%
+137.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -0.3% | -3.6% | +3.3% | +0.3% |
| 30D | +1.9% | -8.4% | +10.2% | +3.4% |
| 3M | -5.7% | -20.6% | +14.9% | -1.8% |
| 6M | -0.3% | -25.4% | +25.1% | +4.6% |
| YTD | +15.8% | -30.1% | +45.9% | +22.4% |
| 1Y | +17.1% | -36.3% | +53.4% | +25.9% |
| 3Y | +73.1% | +30.4% | +42.7% | +54.8% |
| 5Y | +25.9% | -35.7% | +61.6% | +25.9% |
| 10Y | +151.9% | +16.0% | +135.9% | +114.0% |
| All | +151.9% | +14.9% | +137.0% | +114.0% |
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