-50.4%
BIDU vs ITOT
+303.4%
-353.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -8.1% | -0.9% | -7.2% | -7.1% |
| 30D | -12.8% | -1.5% | -11.4% | -11.3% |
| 3M | -21.3% | +3.6% | -24.8% | -24.1% |
| 6M | -27.0% | +13.7% | -40.7% | -36.0% |
| YTD | -30.0% | +12.9% | -43.0% | -38.1% |
| 1Y | -18.3% | +17.2% | -35.4% | -30.2% |
| 3Y | -33.8% | +75.6% | -109.5% | -64.1% |
| 5Y | -44.3% | +75.5% | -119.8% | -69.2% |
| All | -50.4% | +303.4% | -353.8% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling