+64.8%
IBB vs BIDU
-32.1%
+96.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -1.2% |
| 7D | -1.7% | -2.4% | +0.8% | -1.4% |
| 30D | +4.9% | -15.6% | +20.5% | +7.0% |
| 3M | +24.2% | -22.3% | +46.5% | +28.0% |
| 6M | +23.8% | -22.3% | +46.1% | +26.9% |
| YTD | +23.0% | -29.2% | +52.1% | +27.3% |
| 1Y | +46.2% | -14.8% | +61.0% | +45.8% |
| 3Y | +64.8% | -31.8% | +96.6% | +66.9% |
| All | +64.8% | -32.1% | +96.9% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling