+168.1%
IJR vs BIDU
-48.7%
+216.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | -2.2% | -8.1% | +5.9% | -0.7% |
| 30D | -4.6% | -12.8% | +8.2% | -2.5% |
| 3M | +0.2% | -21.3% | +21.5% | +4.1% |
| 6M | +14.7% | -27.0% | +41.7% | +20.0% |
| YTD | +18.9% | -30.0% | +48.9% | +24.7% |
| 1Y | +19.9% | -18.3% | +38.2% | +21.1% |
| 3Y | +53.0% | -33.8% | +86.9% | +56.7% |
| 5Y | +40.9% | -44.3% | +85.2% | +41.2% |
| All | +168.1% | -48.7% | +216.8% | +134.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling