+48.1%
IJH vs BIDU
-44.1%
+92.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -1.9% | -8.1% | +6.3% | -0.7% |
| 30D | -4.6% | -12.8% | +8.2% | -2.9% |
| 3M | -1.2% | -21.3% | +20.1% | +1.9% |
| 6M | +9.4% | -27.0% | +36.4% | +13.5% |
| YTD | +13.3% | -30.0% | +43.4% | +17.9% |
| 1Y | +13.4% | -18.3% | +31.6% | +14.4% |
| 3Y | +50.4% | -33.8% | +84.3% | +53.3% |
| All | +48.1% | -44.1% | +92.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling