+203.2%
IWM vs BABA
+29.8%
+173.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.1% | -4.8% | +4.8% | +1.0% |
| 30D | -1.3% | -11.9% | +10.6% | +1.0% |
| 3M | +1.6% | -9.3% | +10.9% | +3.0% |
| 6M | +13.6% | -14.2% | +27.8% | +16.1% |
| YTD | +20.8% | -22.0% | +42.8% | +25.4% |
| 1Y | +26.4% | -12.7% | +39.1% | +27.5% |
| 3Y | +60.7% | +26.7% | +34.0% | +44.9% |
| 5Y | +38.2% | -29.3% | +67.5% | +34.5% |
| 10Y | +169.5% | +21.2% | +148.2% | +116.2% |
| All | +203.2% | +29.8% | +173.4% | +128.3% |
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