+838.7%
IAU vs BIDU
+1,302.3%
-463.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.2% | -1.5% |
| 7D | +0.7% | -2.4% | +3.2% | +0.8% |
| 30D | +0.3% | -15.6% | +16.0% | +0.8% |
| 3M | +0.7% | -22.3% | +23.0% | +1.3% |
| 6M | -15.5% | -22.3% | +6.8% | -15.0% |
| YTD | +1.0% | -29.2% | +30.1% | +1.8% |
| 1Y | +19.6% | -14.8% | +34.4% | +19.9% |
| 3Y | +125.4% | -31.8% | +157.2% | +126.3% |
| 5Y | +140.7% | -43.1% | +183.9% | +140.7% |
| 10Y | +218.1% | -50.6% | +268.8% | +217.1% |
| All | +838.7% | +1,302.3% | -463.6% | +749.9% |
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