+600.7%
IJH vs BIDU
+1,272.6%
-671.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.6% |
| 7D | -2.5% | -5.2% | +2.7% | -1.6% |
| 30D | -5.0% | -14.5% | +9.5% | -2.4% |
| 3M | +0.5% | -22.9% | +23.4% | +5.1% |
| 6M | +8.2% | -27.8% | +36.1% | +13.9% |
| YTD | +12.5% | -30.7% | +43.1% | +18.7% |
| 1Y | +14.4% | -15.8% | +30.2% | +15.1% |
| 3Y | +49.5% | -33.2% | +82.7% | +53.1% |
| 5Y | +47.8% | -44.8% | +92.6% | +47.8% |
| 10Y | +180.4% | -50.3% | +230.6% | +166.0% |
| All | +600.7% | +1,272.6% | -671.8% | +274.8% |
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