+127.0%
IBB vs BIDU
-50.6%
+177.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.9% | -2.4% | -1.4% | -3.5% |
| 30D | +2.7% | -16.0% | +18.7% | +5.7% |
| 3M | +21.4% | -24.0% | +45.4% | +26.9% |
| 6M | +20.1% | -24.9% | +44.9% | +25.0% |
| YTD | +21.9% | -29.6% | +51.4% | +27.9% |
| 1Y | +44.1% | -15.2% | +59.3% | +44.5% |
| 3Y | +63.4% | -32.2% | +95.5% | +66.5% |
| 5Y | +19.8% | -43.8% | +63.5% | +20.0% |
| 10Y | +127.0% | -49.5% | +176.5% | +113.6% |
| All | +127.0% | -50.6% | +177.7% | +113.6% |
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