-32.0%
BIDU vs IRE
-97.3%
+65.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | +5.4% | -15.5% | +20.9% | +5.1% |
| 30D | -5.0% | -70.4% | +65.4% | +1.2% |
| 3M | -26.1% | -81.6% | +55.5% | -19.5% |
| 6M | -42.6% | -94.7% | +52.1% | -34.0% |
| YTD | -38.0% | -91.8% | +53.8% | -36.4% |
| 1Y | -35.7% | -97.6% | +61.9% | -30.0% |
| All | -32.0% | -97.3% | +65.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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