-22.3%
BIDU vs IRE
-82.8%
+60.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +10.2% | -17.2% | -7.7% |
| 7D | -2.4% | +58.9% | -61.3% | -6.0% |
| 30D | -15.6% | +17.2% | -32.8% | -17.3% |
| 3M | -22.3% | -58.6% | +36.3% | -20.0% |
| 6M | -22.3% | -23.5% | +1.2% | -27.0% |
| YTD | -29.2% | -47.4% | +18.3% | -34.7% |
| All | -22.3% | -82.8% | +60.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling