-11.5%
IP vs BIDU
-50.7%
+39.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | 0.0% | +3.6% | -3.5% | -0.3% |
| 30D | +9.4% | -6.6% | +16.0% | +10.1% |
| 3M | -14.1% | -27.2% | +13.2% | -11.4% |
| 6M | +9.2% | -43.5% | +52.7% | +15.2% |
| YTD | -7.5% | -39.0% | +31.5% | -3.8% |
| 1Y | -2.8% | -39.8% | +37.0% | +1.1% |
| 3Y | +21.2% | -24.8% | +46.0% | +20.7% |
| 5Y | -11.5% | -50.7% | +39.2% | -13.2% |
| All | -11.5% | -50.7% | +39.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling