-50.4%
BIDU vs IAG
+427.6%
-478.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -8.1% | -1.1% | -7.0% | -8.0% |
| 30D | -12.8% | +12.1% | -24.9% | -14.0% |
| 3M | -21.3% | +25.5% | -46.8% | -23.6% |
| 6M | -27.0% | -7.1% | -19.9% | -27.0% |
| YTD | -30.0% | +22.9% | -52.9% | -32.5% |
| 1Y | -18.3% | +83.3% | -101.6% | -24.6% |
| 3Y | -33.8% | +808.5% | -842.4% | -49.9% |
| 5Y | -44.3% | +838.0% | -882.3% | -59.0% |
| All | -50.4% | +427.6% | -478.0% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling