+20.9%
IBB vs BIDU
-44.5%
+65.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -1.1% |
| 7D | -1.7% | -2.4% | +0.8% | -1.3% |
| 30D | +4.9% | -15.6% | +20.5% | +7.4% |
| 3M | +24.2% | -22.3% | +46.5% | +28.5% |
| 6M | +23.8% | -22.3% | +46.1% | +27.5% |
| YTD | +23.0% | -29.2% | +52.1% | +27.9% |
| 1Y | +46.2% | -14.8% | +61.0% | +46.4% |
| 3Y | +64.8% | -31.8% | +96.6% | +67.1% |
| 5Y | +20.9% | -43.1% | +64.0% | +21.9% |
| All | +20.9% | -44.5% | +65.4% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling