+144.3%
IEMG vs BIDU
-20.5%
+164.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +1.6% | -2.4% | +4.1% | +2.2% |
| 30D | +4.6% | -16.0% | +20.6% | +9.0% |
| 3M | +4.8% | -24.0% | +28.9% | +11.7% |
| 6M | +16.8% | -24.9% | +41.7% | +24.2% |
| YTD | +24.8% | -29.6% | +54.4% | +34.2% |
| 1Y | +34.3% | -15.2% | +49.5% | +36.1% |
| 3Y | +87.0% | -32.2% | +119.1% | +94.3% |
| 5Y | +49.9% | -43.8% | +93.7% | +52.5% |
| 10Y | +144.8% | -49.5% | +194.2% | +132.9% |
| All | +144.3% | -20.5% | +164.8% | +107.5% |
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