+56.5%
IOT vs BIDU
-34.7%
+91.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.2% | -3.5% |
| 7D | +5.1% | -2.4% | +7.5% | +5.9% |
| 30D | -3.0% | -16.0% | +12.9% | +2.4% |
| 3M | +15.0% | -24.0% | +39.0% | +25.3% |
| 6M | +13.1% | -24.9% | +38.0% | +21.4% |
| YTD | +9.0% | -29.6% | +38.6% | +18.2% |
| 1Y | +0.1% | -15.2% | +15.3% | -0.9% |
| 3Y | +26.4% | -32.2% | +58.6% | +31.1% |
| All | +56.5% | -34.7% | +91.2% | +80.8% |
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