+15.0%
IWM vs BABA
-34.6%
+49.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -2.0% | +11.6% | -13.7% | -3.3% |
| 30D | -1.5% | +2.3% | -3.7% | -1.8% |
| 3M | -8.0% | -13.7% | +5.7% | -6.6% |
| 6M | -4.1% | -21.9% | +17.8% | -0.2% |
| YTD | +11.9% | -24.6% | +36.6% | +16.8% |
| 1Y | +15.0% | -34.1% | +49.1% | +19.4% |
| All | +15.0% | -34.6% | +49.7% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling