+803.1%
IBB vs BIDU
+1,107.7%
-304.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +0.8% | +3.6% | -2.8% | +0.2% |
| 30D | +5.2% | -6.6% | +11.8% | +6.4% |
| 3M | +8.6% | -27.2% | +35.8% | +14.5% |
| 6M | +27.8% | -43.5% | +71.3% | +40.2% |
| YTD | +28.8% | -39.0% | +67.8% | +38.4% |
| 1Y | +36.4% | -39.8% | +76.2% | +46.5% |
| 3Y | +89.3% | -24.8% | +114.1% | +89.5% |
| 5Y | +43.3% | -50.7% | +93.9% | +46.8% |
| 10Y | +130.6% | -51.2% | +181.9% | +123.4% |
| All | +803.1% | +1,107.7% | -304.7% | +469.3% |
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