-31.6%
BIDU vs INDA
+109.8%
-141.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -2.4% | -2.6% | +0.2% | -0.8% |
| 30D | -16.0% | -2.9% | -13.0% | -14.4% |
| 3M | -24.0% | +2.4% | -26.4% | -25.2% |
| 6M | -24.9% | -2.6% | -22.2% | -23.6% |
| YTD | -29.6% | -10.0% | -19.6% | -25.0% |
| 1Y | -15.2% | -7.7% | -7.5% | -11.0% |
| 3Y | -32.2% | +8.9% | -41.1% | -35.9% |
| 5Y | -43.8% | +6.0% | -49.7% | -45.5% |
| 10Y | -49.5% | +84.4% | -133.9% | -63.9% |
| All | -31.6% | +109.8% | -141.4% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling