-4.2%
IBM vs BIDU
-17.0%
+12.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.5% |
| 7D | +3.6% | -2.4% | +6.0% | +3.9% |
| 30D | +1.5% | -16.0% | +17.5% | +3.8% |
| 3M | -12.9% | -24.0% | +11.1% | -9.9% |
| 6M | -3.9% | -24.9% | +21.0% | -1.1% |
| YTD | -17.3% | -29.6% | +12.2% | -13.9% |
| All | -4.2% | -17.0% | +12.8% | +1.0% |
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