+1.3%
BIDU vs ITOT
+20.8%
-19.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.2% |
| 30D | -10.5% | 0.0% | -10.5% | -10.3% |
| 3M | -26.2% | +2.0% | -28.2% | -28.1% |
| 6M | -16.4% | +13.0% | -29.4% | -30.8% |
| YTD | -23.9% | +14.0% | -37.8% | -37.9% |
| 1Y | +1.3% | +19.9% | -18.6% | -14.9% |
| All | +1.3% | +20.8% | -19.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling