-50.4%
BIDU vs IBN
+324.2%
-374.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -8.1% | -3.0% | -5.1% | -7.2% |
| 30D | -12.8% | -1.5% | -11.3% | -12.5% |
| 3M | -21.3% | +7.9% | -29.2% | -23.3% |
| 6M | -27.0% | +8.6% | -35.6% | -29.1% |
| YTD | -30.0% | -0.6% | -29.5% | -30.4% |
| 1Y | -18.3% | -7.3% | -10.9% | -17.1% |
| 3Y | -33.8% | +26.2% | -60.0% | -39.7% |
| 5Y | -44.3% | +57.8% | -102.1% | -52.8% |
| All | -50.4% | +324.2% | -374.6% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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