+144.6%
IEFA vs BIDU
-48.7%
+193.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -1.6% | -8.1% | +6.5% | -0.2% |
| 30D | -1.5% | -12.8% | +11.3% | +0.5% |
| 3M | +3.4% | -21.3% | +24.7% | +7.1% |
| 6M | +9.5% | -27.0% | +36.5% | +14.3% |
| YTD | +13.0% | -30.0% | +43.1% | +18.4% |
| 1Y | +18.0% | -18.3% | +36.3% | +19.3% |
| 3Y | +65.4% | -33.8% | +99.2% | +69.3% |
| 5Y | +51.6% | -44.3% | +95.9% | +52.0% |
| All | +144.6% | -48.7% | +193.3% | +119.8% |
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