+212.3%
IEFA vs BIDU
-20.5%
+232.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.5% | -2.4% | +2.0% | -0.1% |
| 30D | -1.1% | -16.0% | +14.9% | +1.5% |
| 3M | +5.1% | -24.0% | +29.1% | +9.4% |
| 6M | +9.3% | -24.9% | +34.2% | +13.6% |
| YTD | +13.0% | -29.6% | +42.5% | +18.1% |
| 1Y | +19.2% | -15.2% | +34.3% | +19.8% |
| 3Y | +67.0% | -32.2% | +99.2% | +70.2% |
| 5Y | +51.1% | -43.8% | +94.9% | +51.1% |
| 10Y | +146.5% | -49.5% | +196.0% | +129.5% |
| All | +212.3% | -20.5% | +232.8% | +163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling