+734.8%
IAU vs BIDU
+1,083.9%
-349.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | -4.6% | 0.0% | -4.5% |
| 30D | -5.4% | -4.5% | -0.9% | -5.3% |
| 3M | -10.9% | -25.4% | +14.5% | -10.2% |
| 6M | -17.4% | -48.1% | +30.7% | -15.9% |
| YTD | -10.2% | -40.2% | +30.0% | -9.1% |
| 1Y | -7.1% | -35.2% | +28.2% | -6.1% |
| 3Y | +97.7% | -27.1% | +124.8% | +98.4% |
| 5Y | +105.3% | -54.2% | +159.5% | +106.5% |
| 10Y | +208.0% | -52.0% | +260.1% | +207.7% |
| All | +734.8% | +1,083.9% | -349.1% | +659.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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