+651.0%
BIDU vs IAG
+221.6%
+429.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -2.4% | +1.7% | -4.1% | -2.6% |
| 30D | -16.0% | +11.4% | -27.4% | -17.1% |
| 3M | -24.0% | +33.0% | -57.0% | -26.9% |
| 6M | -24.9% | -6.0% | -18.9% | -24.9% |
| YTD | -29.6% | +24.6% | -54.1% | -32.3% |
| 1Y | -15.2% | +105.0% | -120.1% | -23.3% |
| 3Y | -32.2% | +837.9% | -870.1% | -50.2% |
| 5Y | -43.8% | +817.0% | -860.7% | -59.9% |
| 10Y | -49.5% | +425.3% | -474.8% | -64.8% |
| All | +651.0% | +221.6% | +429.4% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling