+1,201.0%
IGV vs BIDU
+1,083.9%
+117.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | +2.3% | -4.6% | +6.9% | +3.4% |
| 30D | -6.0% | -4.5% | -1.5% | -5.1% |
| 3M | -4.8% | -25.4% | +20.6% | +1.1% |
| 6M | +14.2% | -48.1% | +62.3% | +30.6% |
| YTD | -4.2% | -40.2% | +36.0% | +5.0% |
| 1Y | -5.3% | -35.2% | +30.0% | +1.8% |
| 3Y | +38.8% | -27.1% | +65.9% | +39.7% |
| 5Y | +14.2% | -54.2% | +68.4% | +20.5% |
| 10Y | +357.6% | -52.0% | +409.6% | +348.3% |
| All | +1,201.0% | +1,083.9% | +117.0% | +656.6% |
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