-2.0%
IEF vs BIDU
-34.6%
+32.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -3.9% | +0.5% |
| 7D | +0.9% | +1.2% | -0.3% | +0.9% |
| 30D | +3.1% | -7.5% | +10.6% | +3.2% |
| 3M | -1.4% | -28.6% | +27.2% | -0.9% |
| 6M | -1.6% | -36.9% | +35.4% | -0.9% |
| YTD | -2.1% | -38.4% | +36.3% | -1.6% |
| 1Y | -2.0% | -35.7% | +33.7% | -1.4% |
| All | -2.0% | -34.6% | +32.6% | -1.4% |
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