+178.3%
IWM vs BABA
+23.9%
+154.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.1% |
| 7D | -4.6% | +8.6% | -13.2% | -6.2% |
| 30D | -3.7% | -1.1% | -2.6% | -3.6% |
| 3M | -9.4% | -15.9% | +6.6% | -6.6% |
| 6M | -3.6% | -17.5% | +13.9% | -0.8% |
| YTD | +10.8% | -25.6% | +36.4% | +16.0% |
| 1Y | +11.9% | -33.8% | +45.7% | +19.7% |
| 3Y | +60.6% | +34.6% | +25.9% | +42.6% |
| 5Y | +19.2% | -27.7% | +46.9% | +15.2% |
| 10Y | +165.3% | +17.7% | +147.6% | +113.6% |
| All | +178.3% | +23.9% | +154.4% | +111.1% |
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