+134.5%
IBM vs BIDU
-49.1%
+183.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -0.3% | -5.2% | +4.9% | +0.3% |
| 30D | -1.8% | -14.5% | +12.6% | -0.2% |
| 3M | -13.5% | -22.9% | +9.4% | -11.0% |
| 6M | -5.1% | -27.8% | +22.7% | -2.0% |
| YTD | -19.4% | -30.7% | +11.3% | -16.5% |
| 1Y | -6.5% | -15.8% | +9.3% | -5.8% |
| 3Y | +73.8% | -33.2% | +107.0% | +76.8% |
| 5Y | +116.3% | -44.8% | +161.1% | +117.0% |
| All | +134.5% | -49.1% | +183.7% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling