+21.2%
IP vs BIDU
-27.4%
+48.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | -0.3% | -4.6% | +4.3% | +0.2% |
| 30D | +7.9% | -4.5% | +12.5% | +8.4% |
| 3M | -15.3% | -25.4% | +10.0% | -13.2% |
| 6M | +10.5% | -48.1% | +58.6% | +17.1% |
| YTD | -9.4% | -40.2% | +30.8% | -6.1% |
| 1Y | -4.6% | -35.2% | +30.6% | -2.1% |
| 3Y | +21.2% | -27.1% | +48.4% | +18.8% |
| All | +21.2% | -27.4% | +48.6% | +18.8% |
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 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