+781.1%
IBB vs BIDU
+1,407.1%
-626.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.6% |
| 7D | +1.4% | +2.4% | -1.0% | +1.0% |
| 30D | +10.5% | -10.5% | +21.0% | +12.4% |
| 3M | +23.6% | -26.2% | +49.8% | +29.7% |
| 6M | +22.6% | -16.4% | +39.0% | +25.2% |
| YTD | +25.7% | -23.9% | +49.5% | +29.9% |
| 1Y | +51.4% | +1.3% | +50.1% | +47.3% |
| 3Y | +64.4% | -32.1% | +96.5% | +67.7% |
| 5Y | +22.1% | -39.0% | +61.1% | +20.4% |
| 10Y | +132.5% | -44.0% | +176.5% | +119.7% |
| All | +781.1% | +1,407.1% | -626.0% | +434.5% |
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