+24.4%
IOT vs BIDU
-34.3%
+58.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -4.5% | -8.1% | +3.6% | -3.2% |
| 30D | -2.4% | -12.8% | +10.4% | -0.4% |
| 3M | +19.0% | -21.3% | +40.3% | +23.3% |
| 6M | +19.6% | -27.0% | +46.6% | +24.2% |
| YTD | +8.3% | -30.0% | +38.3% | +12.8% |
| 1Y | -0.8% | -18.3% | +17.5% | -0.5% |
| 3Y | +24.4% | -33.8% | +58.2% | +41.2% |
| All | +24.4% | -34.3% | +58.8% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling