+1,244.4%
IGV vs BIDU
+1,407.1%
-162.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -3.1% |
| 7D | -4.5% | +2.4% | -6.9% | -5.0% |
| 30D | +3.2% | -10.5% | +13.7% | +5.5% |
| 3M | +4.5% | -26.2% | +30.7% | +11.1% |
| 6M | +22.1% | -16.4% | +38.5% | +25.5% |
| YTD | -1.0% | -23.9% | +22.8% | +3.1% |
| 1Y | -2.1% | +1.3% | -3.4% | -5.2% |
| 3Y | +44.6% | -32.1% | +76.7% | +48.1% |
| 5Y | +22.2% | -39.0% | +61.1% | +20.9% |
| 10Y | +364.7% | -44.0% | +408.8% | +340.0% |
| All | +1,244.4% | +1,407.1% | -162.7% | +642.7% |
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