+557.9%
IJR vs BIDU
+1,294.4%
-736.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | -3.6% | -16.0% | +12.3% | -0.6% |
| 3M | +2.3% | -24.0% | +26.3% | +7.3% |
| 6M | +14.3% | -24.9% | +39.2% | +19.4% |
| YTD | +19.3% | -29.6% | +48.9% | +25.5% |
| 1Y | +22.6% | -15.2% | +37.8% | +23.2% |
| 3Y | +53.5% | -32.2% | +85.7% | +56.7% |
| 5Y | +39.9% | -43.8% | +83.7% | +39.2% |
| 10Y | +172.1% | -49.5% | +221.5% | +156.7% |
| All | +557.9% | +1,294.4% | -736.5% | +250.4% |
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