+12.2%
IOT vs BIDU
+1.5%
+10.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.3% | +3.2% |
| 7D | -2.3% | +2.4% | -4.8% | -2.6% |
| 30D | +3.8% | -10.5% | +14.3% | +5.0% |
| 3M | +14.2% | -26.2% | +40.4% | +17.9% |
| 6M | +40.1% | -16.4% | +56.5% | +40.2% |
| YTD | +13.4% | -23.9% | +37.3% | +15.1% |
| 1Y | +12.2% | +1.3% | +10.9% | +11.4% |
| All | +12.2% | +1.5% | +10.7% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling