-16.1%
IP vs BIDU
-40.6%
+24.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.8% |
| 7D | -5.3% | +2.4% | -7.7% | -5.5% |
| 30D | -10.9% | -10.5% | -0.4% | -10.0% |
| 3M | +11.2% | -26.2% | +37.4% | +14.3% |
| 6M | -10.2% | -16.4% | +6.2% | -9.2% |
| YTD | -2.0% | -23.9% | +21.9% | -0.3% |
| 1Y | -19.1% | +1.3% | -20.4% | -20.5% |
| 3Y | +20.9% | -32.1% | +52.9% | +21.7% |
| All | -16.1% | -40.6% | +24.5% | -19.3% |
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