-44.0%
BIDU vs INDA
+5.7%
-49.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | 0.0% |
| 7D | -8.1% | -2.7% | -5.4% | -5.6% |
| 30D | -12.8% | -2.8% | -10.1% | -10.4% |
| 3M | -21.3% | +1.6% | -22.9% | -22.7% |
| 6M | -27.0% | -1.4% | -25.5% | -26.1% |
| YTD | -30.0% | -10.1% | -19.9% | -22.7% |
| 1Y | -18.3% | -8.8% | -9.5% | -11.1% |
| 3Y | -33.8% | +7.6% | -41.4% | -42.3% |
| All | -44.0% | +5.7% | -49.7% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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