-34.4%
BIDU vs IAG
+796.9%
-831.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -5.2% | -4.1% | -1.2% | -4.7% |
| 30D | -14.5% | +10.6% | -25.1% | -15.7% |
| 3M | -22.9% | +35.4% | -58.3% | -26.3% |
| 6M | -27.8% | -9.5% | -18.3% | -27.9% |
| YTD | -30.7% | +21.8% | -52.5% | -33.1% |
| 1Y | -15.8% | +84.1% | -100.0% | -22.4% |
| All | -34.4% | +796.9% | -831.3% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling