+133.1%
IBB vs BIDU
-50.9%
+184.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -0.8% | -0.5% | -1.2% |
| 30D | +6.8% | -5.4% | +12.2% | +7.9% |
| 3M | +9.2% | -24.7% | +33.9% | +14.7% |
| 6M | +28.3% | -45.3% | +73.6% | +42.0% |
| YTD | +29.4% | -39.0% | +68.3% | +39.3% |
| 1Y | +33.2% | -39.6% | +72.7% | +43.2% |
| 3Y | +90.2% | -24.7% | +114.9% | +89.5% |
| 5Y | +44.0% | -52.3% | +96.3% | +49.1% |
| 10Y | +133.1% | -51.1% | +184.1% | +119.1% |
| All | +133.1% | -50.9% | +184.0% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling