-10.2%
IP vs BIDU
-17.1%
+6.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +2.0% |
| 7D | -5.3% | +2.4% | -7.7% | -5.4% |
| 30D | -10.9% | -10.5% | -0.4% | -10.6% |
| 3M | +11.2% | -26.2% | +37.4% | +14.2% |
| 6M | -10.2% | -16.4% | +6.2% | -11.0% |
| All | -10.2% | -17.1% | +6.9% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling