+17.6%
IP vs BIDU
-51.3%
+69.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | -0.3% | -4.6% | +4.3% | +0.3% |
| 30D | +7.9% | -4.5% | +12.5% | +8.6% |
| 3M | -15.3% | -25.4% | +10.0% | -12.2% |
| 6M | +10.5% | -48.1% | +58.6% | +19.9% |
| YTD | -9.4% | -40.2% | +30.8% | -4.3% |
| 1Y | -4.6% | -35.2% | +30.6% | -0.5% |
| 3Y | +21.2% | -27.1% | +48.4% | +21.3% |
| 5Y | -13.3% | -54.2% | +40.9% | -11.0% |
| All | +17.6% | -51.3% | +69.0% | +7.5% |
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