+143.5%
IWM vs BABA
+8.5%
+135.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -13.8% | +15.2% | +4.2% |
| 30D | +2.3% | -15.1% | +17.4% | +5.3% |
| 3M | -8.3% | -22.7% | +14.4% | -4.1% |
| 6M | -1.3% | -34.7% | +33.4% | +6.3% |
| YTD | +13.5% | -35.0% | +48.5% | +21.7% |
| 1Y | +18.4% | -40.4% | +58.8% | +28.9% |
| 3Y | +69.6% | +21.9% | +47.7% | +53.6% |
| 5Y | +23.3% | -39.9% | +63.1% | +24.8% |
| All | +143.5% | +8.5% | +135.1% | +104.4% |
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