-44.0%
BIDU vs IFF
-35.8%
-8.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -8.1% | -3.2% | -4.9% | -7.0% |
| 30D | -12.8% | -0.3% | -12.5% | -12.7% |
| 3M | -21.3% | +8.4% | -29.7% | -23.9% |
| 6M | -27.0% | +23.0% | -50.0% | -32.9% |
| YTD | -30.0% | +25.5% | -55.5% | -36.8% |
| 1Y | -18.3% | +29.1% | -47.3% | -27.4% |
| 3Y | -33.8% | +31.7% | -65.5% | -43.2% |
| All | -44.0% | -35.8% | -8.2% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling