-44.8%
BIDU vs IBN
+52.7%
-97.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -5.2% | -5.5% | +0.3% | -2.9% |
| 30D | -14.5% | -3.4% | -11.1% | -13.3% |
| 3M | -22.9% | +8.7% | -31.6% | -26.1% |
| 6M | -27.8% | +3.7% | -31.5% | -29.5% |
| YTD | -30.7% | -2.4% | -28.3% | -30.6% |
| 1Y | -15.8% | -8.1% | -7.7% | -13.7% |
| 3Y | -33.2% | +26.3% | -59.6% | -43.9% |
| 5Y | -44.8% | +54.9% | -99.7% | -60.0% |
| All | -44.8% | +52.7% | -97.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling