+645.9%
BIDU vs IFF
+255.9%
+390.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | -8.1% | -3.2% | -4.9% | -6.5% |
| 30D | -12.8% | -0.3% | -12.5% | -12.7% |
| 3M | -21.3% | +8.4% | -29.7% | -25.2% |
| 6M | -27.0% | +23.0% | -50.0% | -35.6% |
| YTD | -30.0% | +25.5% | -55.5% | -39.7% |
| 1Y | -18.3% | +29.1% | -47.3% | -31.3% |
| 3Y | -33.8% | +31.7% | -65.5% | -47.0% |
| 5Y | -44.3% | -35.2% | -9.1% | -36.4% |
| 10Y | -49.8% | -20.7% | -29.1% | -55.9% |
| All | +645.9% | +255.9% | +390.0% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling