-16.7%
IBM vs BIDU
-38.7%
+22.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +1.6% | -4.6% | +6.1% | +2.3% |
| 30D | +9.2% | -4.5% | +13.7% | +9.9% |
| 3M | +4.9% | -25.4% | +30.3% | +9.2% |
| 6M | +16.8% | -48.1% | +64.8% | +26.7% |
| YTD | -14.3% | -40.2% | +25.9% | -7.8% |
| 1Y | -16.7% | -35.2% | +18.5% | -10.9% |
| All | -16.7% | -38.7% | +22.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling