+787.5%
IBB vs BIDU
+1,076.2%
-288.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | +1.6% | -2.3% | +4.0% | +2.1% |
| 30D | +6.7% | -7.3% | +14.0% | +8.1% |
| 3M | +6.3% | -26.0% | +32.3% | +11.8% |
| 6M | +23.9% | -44.5% | +68.4% | +36.4% |
| YTD | +26.6% | -40.6% | +67.2% | +36.7% |
| 1Y | +29.6% | -39.8% | +69.4% | +39.3% |
| 3Y | +86.1% | -26.7% | +112.8% | +87.1% |
| 5Y | +40.3% | -54.5% | +94.8% | +46.0% |
| 10Y | +128.1% | -52.4% | +180.4% | +121.9% |
| All | +787.5% | +1,076.2% | -288.7% | +462.1% |
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