+639.3%
BIDU vs IAG
+214.6%
+424.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -5.2% | -4.1% | -1.2% | -4.8% |
| 30D | -14.5% | +10.6% | -25.1% | -15.6% |
| 3M | -22.9% | +35.4% | -58.3% | -26.0% |
| 6M | -27.8% | -9.5% | -18.3% | -27.5% |
| YTD | -30.7% | +21.8% | -52.5% | -33.1% |
| 1Y | -15.8% | +84.1% | -100.0% | -22.9% |
| 3Y | -33.2% | +817.4% | -850.6% | -50.8% |
| 5Y | -44.8% | +830.1% | -874.9% | -60.7% |
| 10Y | -50.3% | +413.8% | -464.1% | -65.3% |
| All | +639.3% | +214.6% | +424.7% | +366.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded IAG 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling