-33.8%
BIDU vs IFF
+29.0%
-62.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -8.1% | -3.2% | -4.9% | -7.3% |
| 30D | -12.8% | -0.3% | -12.5% | -12.7% |
| 3M | -21.3% | +8.4% | -29.7% | -23.4% |
| 6M | -27.0% | +23.0% | -50.0% | -31.7% |
| YTD | -30.0% | +25.5% | -55.5% | -35.5% |
| 1Y | -18.3% | +29.1% | -47.3% | -25.5% |
| 3Y | -33.8% | +31.7% | -65.5% | -39.6% |
| All | -33.8% | +29.0% | -62.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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